V-Lab
LOTTE Fine Chemical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:29.85% (-1.94%)
Analysis last updated: Wednesday, May 1, 2024 at 10:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4555 | 1.44 | |
| 0.0958 | 7.71 | |
| 0.8447 | 43.57 | |
| 0.5469 | 3.19 | |
| -0.6974 | -3.16 | |
| 0.0900 | 1.01 | |
| 0.0703 | 1.08 | |
| 0.0547 | 0.94 | |
| -0.1599 | -2.90 | |
| 0.1738 | 3.01 | |
| -0.0826 | -1.38 | |
| -0.0250 | -0.42 | |
| -0.0296 | -0.37 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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