V-Lab
Dongbuka No 5 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 8th, 2014:4.47% (0.00%)
Analysis last updated: Friday, January 29, 2016 at 03:48 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9072 | 2.19 | |
| 0.2055 | 4.30 | |
| 0.5514 | 6.28 | |
| 6.0933 | 1.73 | |
| -7.6749 | -1.60 | |
| -0.6445 | -0.17 | |
| 5.0543 | 0.91 | |
| -4.1312 | -0.63 | |
| 2.6221 | 0.44 | |
| -6.7902 | -0.88 | |
| 14.6444 | 1.75 | |
| -18.9850 | -4.20 | |
| 14.5615 | 4.60 |
Estimation Period:
Dec 31, 2004 to Apr 7, 2014
Dec 31, 2004 to Apr 7, 2014
News Impact Curve
Volatility Forecasts
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