Lotte Chemical Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:59.36% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5783 | 7.88 | |
| 0.0903 | 26.37 | |
| 0.8485 | 159.52 | |
| 0.6378 | 12.35 |
Estimation Period:
May 30, 1991 to Jan 30, 2026
May 30, 1991 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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