Lotte Chemical Pakistan Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.97% (-6.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9873 | 11.58 | |
| 0.1138 | 13.73 | |
| 0.7558 | 67.72 | |
| 0.0353 | 2.28 |
Estimation Period:
Mar 21, 2003 to Feb 13, 2026
Mar 21, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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