V-Lab
Lotte Chilsung Beverage Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:21.58% (+1.33%)
Analysis last updated: Saturday, May 11, 2024 at 03:52 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1579 | 33.27 | |
| 0.7122 | 84.52 | |
| -0.0067 | -0.92 | |
| 0.0113 | 3.62 | |
| 0.0182 | 6.99 | |
| 0.9801 | 324.42 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
News Impact Curve
Volatility Forecasts
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