LOTTE Fine Chemical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:45.58% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3516 | 1.43 | |
| 0.1004 | 7.96 | |
| 0.8344 | 42.04 | |
| 0.4844 | 3.16 | |
| -0.6297 | -3.24 | |
| 0.0798 | 1.07 | |
| 0.1166 | 2.14 | |
| -0.0436 | -0.90 | |
| -0.0606 | -1.39 | |
| 0.1269 | 2.82 | |
| -0.0971 | -1.92 | |
| -0.0280 | -0.47 | |
| 0.1614 | 2.19 |
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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