Lotte Food Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8826 | 7.38 | |
| 0.1244 | 9.39 | |
| 0.7855 | 34.79 | |
| -0.0121 | -0.37 | |
| 0.0505 | 1.08 | |
| -0.1229 | -3.75 | |
| 0.1455 | 4.23 | |
| -0.0925 | -2.69 | |
| 0.0618 | 1.93 | |
| -0.0623 | -2.12 | |
| 0.0517 | 2.27 |
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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