Lotte Chilsung Beverage Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.06% (-2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5450 | 7.94 | |
| 0.1284 | 9.22 | |
| 0.7929 | 35.71 | |
| -0.0244 | -7.92 | |
| 0.0334 | 7.48 | |
| -0.0126 | -3.13 |
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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