LOTTE Fine Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:41.68% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 9.61 | |
| 0.0597 | 9.51 | |
| 0.9402 | 422.56 | |
| 0.0002 | 0.02 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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