Lotte Energy Materials Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:81.09% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3875 | 9.99 | |
| 0.0376 | 12.15 | |
| 0.9082 | 153.85 | |
| 0.0425 | 3.94 |
Estimation Period:
Mar 4, 2011 to Feb 13, 2026
Mar 4, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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