LOTTE Fine Chemical Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:100,988.51% (-5,836.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.9558 | 0.32 | |
| 0.1261 | 2.02 | |
| 0.9990 | 414.01 | |
| 2.0000 | 1,344.99 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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