V-Lab
Dongbuka No 10 Ship Investment Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 29th, 2017:27.84% (-0.03%)
Analysis last updated: Monday, March 1, 2021 at 06:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7329 | 11.59 | |
| 0.4437 | 6.11 | |
| 0.4356 | 18.11 | |
| -0.0647 | -0.65 |
Estimation Period:
Aug 31, 2005 to May 26, 2017
Aug 31, 2005 to May 26, 2017
News Impact Curve
Volatility Forecasts
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