Lotte Chilsung Beverage Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.54% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.5796 | 8.70 | |
| 0.0769 | 118.43 | |
| 0.9964 | 2,383.68 | |
| 3.1883 | 165.44 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
Other Lotte Chilsung Beverage Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities