Lotte Chemical Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:65.00% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4684 | 5.40 | |
| 0.0573 | 7.80 | |
| 0.8795 | 118.85 | |
| 0.0338 | 2.18 |
Estimation Period:
May 30, 1991 to Feb 13, 2026
May 30, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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