Lotte Chemical Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:67.31% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0477 | 17.19 | |
| 0.8727 | 330.44 | |
| 0.0406 | 13.28 | |
| 0.8472 | 0.37 | |
| 0.4446 | 0.37 | |
| 0.4714 | 0.33 |
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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