Lotte Non-Life Insurance Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:42.94% (+6.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2080 | 17.11 | |
| 0.1129 | 19.92 | |
| 0.8744 | 265.38 | |
| 0.0031 | 0.33 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Lotte Non-Life Insurance Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities