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Lotte Non-Life Insurance Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.84% (-1.29%)
Analysis last updated: Friday, February 13, 2026 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lotte Non-Life Insurance Co Ltd S0GARCH
paramt-stat
ω0.89485.98
α0.12138.01
β0.846444.10
γ10.04332.23
γ2-0.0917-2.95
γ30.05702.37
γ40.00910.37
γ5-0.0148-0.49
γ6-0.0122-0.50
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts