Lotte Reit Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.41% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4973 | 5.83 | |
| 0.1131 | 4.04 | |
| 0.8130 | 16.91 | |
| 0.4887 | 3.75 | |
| -0.6786 | -3.32 | |
| 0.2365 | 1.86 |
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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