V-Lab
Dongbuka No 12 Ship Investment Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 18th, 2020:9.65% (+0.03%)
Analysis last updated: Monday, March 1, 2021 at 08:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1276 | 25.35 | |
| 0.3644 | 29.12 | |
| 0.9522 | 348.78 | |
| -0.0075 | -0.38 |
Estimation Period:
Sep 12, 2005 to Jun 5, 2020
Sep 12, 2005 to Jun 5, 2020
News Impact Curve
Volatility Forecasts
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