Lotte Rakhat JSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.96% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6074 | 1.18 | |
| 0.1874 | 4.75 | |
| 0.0000 | 0.00 | |
| -0.3024 | -0.26 | |
| -0.2592 | -0.17 | |
| 1.1208 | 1.64 | |
| -0.7214 | -1.11 | |
| -0.0555 | -0.07 | |
| 0.7609 | 0.95 | |
| -0.8989 | -1.22 | |
| 0.0693 | 0.13 | |
| 0.6332 | 1.81 | |
| -0.3884 | -1.89 |
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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