Lotte Chemical Pakistan Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.09% (-8.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1041 | 6.24 | |
| 0.1461 | 7.15 | |
| 0.6806 | 13.89 | |
| 0.1421 | 1.91 | |
| -0.2866 | -2.34 | |
| 0.2166 | 2.53 | |
| -0.0622 | -1.01 | |
| -0.0479 | -0.94 | |
| 0.0664 | 1.48 | |
| -0.0332 | -0.96 |
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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