Lotte Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:57.28% (-2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.4327 | 6.61 | |
| 0.0886 | 105.12 | |
| 0.9940 | 1,108.18 | |
| 3.2895 | 90.06 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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