Lotte Shopping Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.77% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7226 | 6.71 | |
| 0.0553 | 22.43 | |
| 0.9805 | 318.87 | |
| 5.1636 | 5.74 |
Estimation Period:
Feb 9, 2006 to Feb 6, 2026
Feb 9, 2006 to Feb 6, 2026
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