Lotte Chemical Pakistan Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.67% (-9.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1230 | 16.87 | |
| 0.6287 | 34.62 | |
| 0.0478 | 3.25 | |
| 0.0492 | 1.23 | |
| 0.0187 | 2.74 | |
| 0.9756 | 101.28 |
Estimation Period:
Mar 21, 2003 to Feb 6, 2026
Mar 21, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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