Lotte Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:54.56% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1088 | 30.83 | |
| 0.2635 | 39.68 | |
| 0.9487 | 506.76 | |
| 0.0256 | 4.64 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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