Lotte Shopping Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.93% (+12.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0396 | 14.42 | |
| 0.1326 | 25.34 | |
| 0.9775 | 591.35 | |
| -0.0148 | -3.51 |
Estimation Period:
Feb 9, 2006 to Feb 6, 2026
Feb 9, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Lotte Shopping Co Ltd Analyses
Other EGARCH Analyses on International Equities