Lotte Shopping Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:55.91% (-3.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0581 | 14.28 | |
| 0.8034 | 54.93 | |
| 0.0217 | 3.81 | |
| 0.8866 | 0.39 | |
| 0.5076 | 0.41 | |
| 0.3041 | 0.17 |
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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