Lotte Chemical Pakistan Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:72.54% (+3.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.6065 | 6.32 | |
| 0.1613 | 24.51 | |
| 0.9186 | 68.57 | |
| 2.9848 | 20.04 |
Estimation Period:
Mar 21, 2003 to Feb 6, 2026
Mar 21, 2003 to Feb 6, 2026
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