Lotte Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:54.24% (+4.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1088 | 30.85 | |
| 0.2635 | 39.71 | |
| 0.9487 | 507.04 | |
| 0.0256 | 4.65 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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