Lotte Tour Development Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:55.94% (-2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1891 | 10.33 | |
| 0.2163 | 24.48 | |
| 0.9306 | 129.57 | |
| -0.0040 | -0.50 |
Estimation Period:
Jun 8, 2006 to Feb 6, 2026
Jun 8, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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