Lotte Chilsung Beverage Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.96% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1439 | 35.83 | |
| 0.7672 | 118.29 | |
| -0.0085 | -1.37 | |
| 0.0333 | 3.13 | |
| 0.0552 | 3.90 | |
| 0.9397 | 58.27 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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