V-Lab
Lotte Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:28.56% (-1.53%)
Analysis last updated: Tuesday, May 7, 2024 at 10:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1571 | 22.47 | |
| 0.1364 | 21.95 | |
| 0.8569 | 244.26 | |
| -0.0189 | -1.89 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024