Lotte Rental Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:36.92% (-3.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.4832 | 4.70 | |
| 0.0840 | 37.83 | |
| 0.9942 | 1,048.69 | |
| 3.6053 | 17.91 |
Estimation Period:
Aug 19, 2021 to Feb 13, 2026
Aug 19, 2021 to Feb 13, 2026
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