V-Lab
V-Lab
LOTTE Himart Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:22.27% (-0.04%)

Analysis last updated: Saturday, May 4, 2024 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of LOTTE Himart Co Ltd GJR-GARCH
paramt-stat
ω0.06355.69
α0.02248.50
β0.9435209.43
γ0.04185.57
Estimation Period:
Jun 29, 2011 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts