Lotte Shopping Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:62.95% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1099 | 15.40 | |
| 0.0578 | 14.30 | |
| 0.9148 | 269.21 | |
| 0.0082 | 1.15 |
Estimation Period:
Feb 9, 2006 to Feb 13, 2026
Feb 9, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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