V-Lab
Doosan Engineering & Construction Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2020:38.54% (-2.17%)
Analysis last updated: Thursday, March 5, 2020 at 11:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2524 | 17.81 | |
| 0.1390 | 38.02 | |
| 0.8567 | 254.90 | |
| -0.2401 | -3.48 |
Estimation Period:
Jan 30, 1996 to Feb 28, 2020
Jan 30, 1996 to Feb 28, 2020
News Impact Curve
Volatility Forecasts
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