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Lotte Rakhat JSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.96% (-0.68%)
Analysis last updated: Sunday, February 15, 2026 at 12:59 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lotte Rakhat JSC S0GARCH
paramt-stat
ω0.60741.18
α0.18744.75
β0.00000.00
γ1-0.3024-0.26
γ2-0.2592-0.17
γ31.12081.64
γ4-0.7214-1.11
γ5-0.0555-0.07
γ60.76090.95
γ7-0.8989-1.22
γ80.06930.13
γ90.63321.81
γ10-0.3884-1.89
Estimation Period:
Apr 2, 2012 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts