Lotte Shopping Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:49.12% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7685 | 6.62 | |
| 0.0558 | 22.77 | |
| 0.9805 | 314.48 | |
| 5.1117 | 5.86 |
Estimation Period:
Feb 9, 2006 to Feb 13, 2026
Feb 9, 2006 to Feb 13, 2026
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