V-Lab: Lotte Chemical Corp MF2-GARCH Volatility Analysis

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V-Lab

Lotte Chemical Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:41.71% (-0.70%)

Analysis last updated: Wednesday, May 22, 2024 at 01:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.0480	22.32
$β$	0.8780	275.23
$γ$	0.0434	13.11
$λ_{1}$	0.2571	0.98
$λ_{2}$	0.1585	0.98
$λ_{3}$	0.8152	4.28

Estimation Period:
May 30, 1991 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts