Lotte Rakhat JSC AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.48% (-6.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4187 | 14.87 | |
| 0.1471 | 16.92 | |
| 0.0884 | 3.33 | |
| 2.8816 | 15.22 |
Estimation Period:
Apr 2, 2012 to Feb 6, 2026
Apr 2, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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