V-Lab
LOTTE Himart Co Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:23.43% (-0.40%)
Analysis last updated: Tuesday, May 7, 2024 at 10:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1288 | 9.75 | |
| 0.0637 | 16.17 | |
| 0.9095 | 149.89 |
Estimation Period:
Jun 29, 2011 to May 3, 2024
Jun 29, 2011 to May 3, 2024
News Impact Curve
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