Lotte Reit Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:17.75% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4848 | 5.83 | |
| 0.1130 | 3.98 | |
| 0.8107 | 16.42 | |
| 0.4677 | 3.21 | |
| -0.6252 | -2.40 | |
| 0.1240 | 0.40 |
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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