V-Lab
V-Lab

STX Offshore & Shipbuilding Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 15th, 2014:859.37% (-51.03%)

Analysis last updated: Friday, January 29, 2016 at 03:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of STX Offshore & Shipbuilding Co Ltd S0GARCH
paramt-stat
ω0.67002.56
α0.10435.19
β0.874750.07
γ10.21640.15
γ2-0.4820-0.22
γ30.44670.27
γ40.00640.00
γ5-1.1678-0.80
γ62.79541.85
γ7-6.8144-2.13
γ813.49511.93
γ9-13.1079-1.92
Estimation Period:
Oct 27, 2003 to Apr 14, 2014
Impact of return on volatility tomorrow
Volatility Forecasts