Lotte Reit Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.15% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0714 | 11.13 | |
| 0.0851 | 7.68 | |
| 0.8339 | 87.37 | |
| 0.0587 | 3.24 |
Estimation Period:
Oct 30, 2019 to Feb 13, 2026
Oct 30, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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