V-Lab
Lotte Shopping Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:26.83% (-0.59%)
Analysis last updated: Saturday, May 4, 2024 at 11:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0906 | 14.63 | |
| 0.0431 | 12.82 | |
| 0.9272 | 328.57 | |
| 0.0196 | 2.82 |
Estimation Period:
Feb 9, 2006 to May 3, 2024
Feb 9, 2006 to May 3, 2024
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