V-Lab: LOTTE Fine Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

LOTTE Fine Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:32.55% (-1.77%)

Analysis last updated: Wednesday, May 1, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4181	1.40
$α$	0.0955	7.78
$β$	0.8469	45.18
$γ_{1}$	0.5255	3.01
$γ_{2}$	-0.6610	-2.96
$γ_{3}$	0.0647	0.71
$γ_{4}$	0.0881	1.33
$γ_{5}$	0.0391	0.66
$γ_{6}$	-0.1423	-2.53
$γ_{7}$	0.1526	2.59
$γ_{8}$	-0.0540	-0.89
$γ_{9}$	-0.0759	-1.36
$γ_{10}$	0.0980	2.69

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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