V-Lab
Doosan Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2020:32.68% (-2.26%)
Analysis last updated: Thursday, March 5, 2020 at 11:11 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8804 | 5.09 | |
| 0.1442 | 6.14 | |
| 0.8127 | 30.98 | |
| -0.0036 | -0.05 | |
| -0.1232 | -1.11 | |
| 0.2567 | 3.47 | |
| -0.2297 | -3.44 | |
| 0.1682 | 2.21 | |
| -0.1044 | -1.28 | |
| 0.0548 | 0.83 |
Estimation Period:
Jan 30, 1996 to Feb 28, 2020
Jan 30, 1996 to Feb 28, 2020
News Impact Curve
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