Lotte Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:46.33% (-3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5073 | 6.26 | |
| 0.1619 | 9.62 | |
| 0.7721 | 37.88 | |
| -0.0223 | -5.62 | |
| 0.0277 | 4.97 | |
| -0.0055 | -2.15 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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