V-Lab: Dongbuka No 11 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dongbuka No 11 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 29th, 2017:23.79% (-0.10%)

Analysis last updated: Friday, May 26, 2017 at 07:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8932	1.97
$α$	0.3335	5.08
$β$	0.6350	10.35
$γ_{1}$	0.7377	0.23
$γ_{2}$	-0.9062	-0.17
$γ_{3}$	-0.5043	-0.14
$γ_{4}$	-1.4717	-0.51
$γ_{5}$	6.7503	2.08
$γ_{6}$	-9.5990	-2.88
$γ_{7}$	9.2856	2.98
$γ_{8}$	-6.2523	-1.95
$γ_{9}$	2.1562	1.00

Estimation Period:
Sep 19, 2005 to May 26, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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