V-Lab
Lotte Non-Life Insurance Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 14th, 2024:80.58% (-1.64%)
Analysis last updated: Wednesday, May 15, 2024 at 02:42 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8497 | 4.58 | |
| 0.1258 | 8.44 | |
| 0.8400 | 47.24 | |
| 0.0006 | 0.01 | |
| 0.0654 | 0.62 | |
| -0.1634 | -2.13 | |
| 0.0982 | 1.27 | |
| 0.0201 | 0.22 | |
| -0.0317 | -0.28 | |
| 0.0238 | 0.19 | |
| 0.0660 | 0.59 | |
| -0.2488 | -2.02 | |
| 0.5449 | 3.33 |
Estimation Period:
Jan 3, 1990 to May 10, 2024
Jan 3, 1990 to May 10, 2024
News Impact Curve
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