V-Lab
LOTTE Fine Chemical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:21.90% (-1.05%)
Analysis last updated: Thursday, May 16, 2024 at 11:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4464 | 1.43 | |
| 0.0957 | 7.72 | |
| 0.8451 | 43.83 | |
| 0.5434 | 3.15 | |
| -0.6932 | -3.13 | |
| 0.0896 | 1.00 | |
| 0.0704 | 1.08 | |
| 0.0534 | 0.92 | |
| -0.1585 | -2.88 | |
| 0.1741 | 3.02 | |
| -0.0847 | -1.41 | |
| -0.0227 | -0.38 | |
| -0.0348 | -0.43 |
Estimation Period:
Jan 3, 1990 to May 14, 2024
Jan 3, 1990 to May 14, 2024
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