Lotte Shopping Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:43.69% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 14.14 | |
| 0.1293 | 25.24 | |
| 0.9781 | 603.75 | |
| -0.0162 | -3.88 |
Estimation Period:
Feb 9, 2006 to Jan 30, 2026
Feb 9, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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