V-Lab
Dongbuka No 5 Ship Investment Co Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 8th, 2014:13.42% (0.00%)
Analysis last updated: Monday, March 1, 2021 at 09:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3473 | 9.72 | |
| 0.2557 | 15.31 | |
| 0.5137 | 21.05 |
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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