Lotte Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:51.46% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1804 | 31.08 | |
| 0.7103 | 108.78 | |
| -0.0369 | -4.49 | |
| 1.3427 | 0.76 | |
| 0.7964 | 0.73 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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