Lotte Chilsung Beverage Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.71% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1441 | 35.74 | |
| 0.7647 | 115.54 | |
| -0.0080 | -1.28 | |
| 0.0357 | 3.03 | |
| 0.0571 | 3.71 | |
| 0.9375 | 53.46 |
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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