LOTTE Fine Chemical Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:114,500.59% (+14,790.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.9537 | 0.71 | |
| 0.1252 | 4.51 | |
| 0.9990 | 919.89 | |
| 2.0000 | 4,962.78 |
Estimation Period:
Jan 3, 1990 to Feb 5, 2026
Jan 3, 1990 to Feb 5, 2026
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