Lotte Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:54.86% (-4.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1643 | 24.25 | |
| 0.1368 | 38.53 | |
| 0.8471 | 240.53 | |
| -0.2340 | -5.66 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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