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Lotte Non-Life Insurance Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.28% (-1.67%)
Analysis last updated: Friday, February 6, 2026 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lotte Non-Life Insurance Co Ltd S0GARCH
paramt-stat
ω0.89235.93
α0.12088.01
β0.847544.46
γ10.04122.11
γ2-0.0884-2.83
γ30.05532.29
γ40.00970.39
γ5-0.0148-0.49
γ6-0.0123-0.50
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts