LOTTE Fine Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:43.34% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 9.61 | |
| 0.0598 | 9.52 | |
| 0.9401 | 421.95 | |
| 0.0002 | 0.03 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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