V-Lab
V-Lab
Lotte Corp MEM Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:24.73% (-1.15%)

Analysis last updated: Sunday, May 19, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lotte Corp MEM
paramt-stat
ω0.12739.78
α0.139235.33
β0.8448232.86
Estimation Period:
Jan 4, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts