Lotte Shopping Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:66.85% (-4.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0569 | 13.40 | |
| 0.7783 | 48.13 | |
| 0.0300 | 5.37 | |
| 0.9232 | 0.34 | |
| 0.5297 | 0.35 | |
| 0.2707 | 0.13 |
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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