Lotte Chilsung Beverage Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.42% (-2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1442 | 35.75 | |
| 0.7649 | 115.64 | |
| -0.0081 | -1.29 | |
| 0.0358 | 3.03 | |
| 0.0571 | 3.71 | |
| 0.9375 | 53.41 |
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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