Lotte Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:59.03% (+8.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1086 | 30.83 | |
| 0.2631 | 39.70 | |
| 0.9488 | 508.21 | |
| 0.0256 | 4.65 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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