Lotte Rakhat JSC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.72% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5788 | 23.21 | |
| 0.0447 | 4.98 | |
| 0.0907 | 3.64 | |
| 0.2738 | 7.97 |
Estimation Period:
Apr 2, 2012 to Feb 13, 2026
Apr 2, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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