Lotte Shopping Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:63.50% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1082 | 15.30 | |
| 0.0532 | 14.61 | |
| 0.9173 | 279.67 | |
| 0.0120 | 1.74 |
Estimation Period:
Feb 9, 2006 to Feb 6, 2026
Feb 9, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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