V-Lab: Lotte Corp MF2-GARCH Volatility Analysis

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V-Lab

Lotte Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:34.07% (+0.55%)

Analysis last updated: Tuesday, April 30, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.1744	29.47
$β$	0.7060	97.59
$γ$	-0.0285	-3.48
$λ_{1}$	1.3105	0.68
$λ_{2}$	0.7984	0.65
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts