Lotte Rental Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:31.93% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1228 | 9.39 | |
| 0.0801 | 5.19 | |
| 0.8551 | 75.01 | |
| 0.0372 | 1.60 |
Estimation Period:
Aug 19, 2021 to Feb 13, 2026
Aug 19, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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