Lotte Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.92% (-5.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1805 | 31.13 | |
| 0.7105 | 109.01 | |
| -0.0370 | -4.50 | |
| 1.3424 | 0.76 | |
| 0.7969 | 0.73 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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