V-Lab
Doosan Engineering & Construction Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2020:37.13% (-3.56%)
Analysis last updated: Monday, March 1, 2021 at 07:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1118 | 18.68 | |
| 0.2838 | 40.41 | |
| 0.9636 | 462.15 | |
| 0.0148 | 2.99 |
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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