Lotte Rakhat JSC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.36% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6053 | 1.19 | |
| 0.1795 | 4.60 | |
| 0.0000 | 0.00 | |
| -0.2928 | -0.25 | |
| -0.2780 | -0.19 | |
| 1.1383 | 1.67 | |
| -0.7332 | -1.13 | |
| -0.0556 | -0.07 | |
| 0.7754 | 0.97 | |
| -0.9310 | -1.26 | |
| 0.1393 | 0.26 | |
| 0.4706 | 1.19 | |
| 0.0339 | 0.07 |
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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