Lotte Chilsung Beverage Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:36.37% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1280 | 21.42 | |
| 0.1012 | 26.01 | |
| 0.8846 | 279.77 | |
| -0.0075 | -1.01 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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