Lotte Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:58.67% (+14.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1626 | 23.67 | |
| 0.1436 | 22.99 | |
| 0.8521 | 246.49 | |
| -0.0234 | -2.38 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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