V-Lab
Lotte Tour Development Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:30.61% (-3.25%)
Analysis last updated: Thursday, May 2, 2024 at 11:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9609 | 2.99 | |
| 0.1549 | 5.38 | |
| 0.6453 | 10.25 | |
| 0.0069 | 0.02 | |
| -0.2936 | -0.63 | |
| 0.5922 | 2.11 | |
| -0.2830 | -0.97 | |
| -0.3929 | -1.11 | |
| 0.8421 | 1.65 | |
| -0.8233 | -1.41 | |
| 0.3958 | 0.79 | |
| 0.3022 | 0.80 | |
| -1.1750 | -2.56 |
Estimation Period:
Jun 8, 2006 to Apr 30, 2024
Jun 8, 2006 to Apr 30, 2024
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