V-Lab
Lotte Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:32.30% (-1.22%)
Analysis last updated: Tuesday, April 30, 2024 at 09:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1603 | 23.42 | |
| 0.1324 | 37.06 | |
| 0.8512 | 237.23 | |
| -0.2280 | -5.22 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024