Lotte Shopping Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:63.66% (-5.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0584 | 14.33 | |
| 0.8049 | 55.45 | |
| 0.0211 | 3.70 | |
| 0.8858 | 0.39 | |
| 0.5080 | 0.41 | |
| 0.3042 | 0.18 |
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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