Lotte Shopping Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:58.61% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1097 | 15.39 | |
| 0.0573 | 14.34 | |
| 0.9150 | 270.00 | |
| 0.0086 | 1.21 |
Estimation Period:
Feb 9, 2006 to Feb 20, 2026
Feb 9, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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