Lotte Non-Life Insurance Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.85% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1963 | 19.34 | |
| 0.5821 | 30.27 | |
| 0.0184 | 1.03 | |
| 0.0961 | 2.22 | |
| 0.0425 | 3.65 | |
| 0.9495 | 65.13 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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