Lotte Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:51.25% (-3.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6352 | 3.84 | |
| 0.1662 | 9.86 | |
| 0.7599 | 35.54 | |
| 0.0522 | 0.95 | |
| -0.0711 | -0.95 | |
| -0.0542 | -1.21 | |
| 0.1410 | 3.09 | |
| -0.1111 | -2.46 | |
| 0.0776 | 1.95 | |
| -0.0455 | -1.11 | |
| -0.0026 | -0.06 | |
| 0.0974 | 1.49 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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