Lotte Rakhat JSC MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.22% (-3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0432 | 1.19 | |
| 0.0634 | 1.24 | |
| 0.2515 | 11.01 | |
| 0.6622 | 0.04 | |
| 0.0712 | 0.04 | |
| 0.8250 | 0.18 |
Estimation Period:
Apr 2, 2012 to Feb 6, 2026
Apr 2, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Lotte Rakhat JSC Analyses
Other MF2-GARCH Analyses on International Equities