V-Lab
Lotte Chilsung Beverage Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:24.77% (-1.78%)
Analysis last updated: Thursday, May 2, 2024 at 11:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1147 | 26.47 | |
| 0.2443 | 40.25 | |
| 0.9433 | 387.72 | |
| 0.0098 | 1.87 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
News Impact Curve
Volatility Forecasts
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