Lotte Energy Materials Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:91.03% (-3.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3855 | 9.77 | |
| 0.0363 | 11.73 | |
| 0.9094 | 152.70 | |
| 0.0425 | 3.93 |
Estimation Period:
Mar 4, 2011 to Jan 30, 2026
Mar 4, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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