Lotte Food Co Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2100 | 23.49 | |
| 0.0832 | 23.72 | |
| 0.8726 | 292.14 | |
| 0.0318 | 4.44 |
Estimation Period:
Jan 3, 1990 to Nov 19, 2021
Jan 3, 1990 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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