Lotte Chemical Pakistan Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:76.11% (-8.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9810 | 6.02 | |
| 0.1503 | 6.82 | |
| 0.6455 | 11.84 | |
| -0.0017 | -0.02 | |
| 0.1182 | 0.76 | |
| -0.3937 | -2.48 | |
| 0.4731 | 2.63 | |
| -0.2418 | -1.66 | |
| 0.1011 | 0.84 | |
| -0.1671 | -1.48 | |
| 0.2281 | 1.91 | |
| -0.2567 | -1.79 | |
| 0.4908 | 1.98 |
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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