Lotte Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:65.02% (+9.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.4765 | 6.63 | |
| 0.0887 | 105.35 | |
| 0.9941 | 1,115.67 | |
| 3.2905 | 90.39 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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