Lotte Chilsung Beverage Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.75% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1294 | 21.49 | |
| 0.1024 | 26.04 | |
| 0.8833 | 277.42 | |
| -0.0075 | -1.00 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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