Lotte Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:60.71% (+16.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6364 | 3.84 | |
| 0.1665 | 9.87 | |
| 0.7596 | 35.54 | |
| 0.0525 | 0.96 | |
| -0.0714 | -0.95 | |
| -0.0543 | -1.22 | |
| 0.1410 | 3.09 | |
| -0.1111 | -2.46 | |
| 0.0776 | 1.94 | |
| -0.0453 | -1.11 | |
| -0.0030 | -0.07 | |
| 0.0988 | 1.51 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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