Lotte Non-Life Insurance Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:48.27% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9104 | 5.99 | |
| 0.1212 | 7.97 | |
| 0.8476 | 43.57 | |
| 0.0442 | 2.26 | |
| -0.0926 | -2.96 | |
| 0.0557 | 2.30 | |
| 0.0144 | 0.58 | |
| -0.0282 | -0.90 | |
| 0.0204 | 0.48 |
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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