Lotte Non-Life Insurance Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.28% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8923 | 5.93 | |
| 0.1208 | 8.01 | |
| 0.8475 | 44.46 | |
| 0.0412 | 2.11 | |
| -0.0884 | -2.83 | |
| 0.0553 | 2.29 | |
| 0.0097 | 0.39 | |
| -0.0148 | -0.49 | |
| -0.0123 | -0.50 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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