Lotte Non-Life Insurance Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.84% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8948 | 5.98 | |
| 0.1213 | 8.01 | |
| 0.8464 | 44.10 | |
| 0.0433 | 2.23 | |
| -0.0917 | -2.95 | |
| 0.0570 | 2.37 | |
| 0.0091 | 0.37 | |
| -0.0148 | -0.49 | |
| -0.0122 | -0.50 |
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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