V-Lab: Lotte Tour Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Lotte Tour Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:48.42% (-2.14%)

Analysis last updated: Thursday, May 2, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9510	2.98
$α$	0.1471	5.34
$β$	0.6586	10.73
$γ_{1}$	-0.0069	-0.02
$γ_{2}$	-0.2671	-0.58
$γ_{3}$	0.5675	2.01
$γ_{4}$	-0.2637	-0.90
$γ_{5}$	-0.4020	-1.13
$γ_{6}$	0.8497	1.66
$γ_{7}$	-0.8610	-1.47
$γ_{8}$	0.5272	1.09
$γ_{9}$	-0.0421	-0.13
$γ_{10}$	-0.1904	-0.97

Estimation Period:
Jun 8, 2006 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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