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V-Lab

Lotte Rakhat JSC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.36% (-0.55%)
Analysis last updated: Sunday, February 15, 2026 at 12:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lotte Rakhat JSC SGARCH
paramt-stat
ω0.60531.19
α0.17954.60
β0.00000.00
γ1-0.2928-0.25
γ2-0.2780-0.19
γ31.13831.67
γ4-0.7332-1.13
γ5-0.0556-0.07
γ60.77540.97
γ7-0.9310-1.26
γ80.13930.26
γ90.47061.19
γ100.03390.07
Estimation Period:
Apr 2, 2012 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts