Lotte Reit Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:20.85% (-2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5965 | 5.49 | |
| 0.1120 | 12.96 | |
| 0.9528 | 118.50 | |
| 4.5522 | 5.01 |
Estimation Period:
Oct 30, 2019 to Feb 13, 2026
Oct 30, 2019 to Feb 13, 2026
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