V-Lab
Dongbuka No 12 Ship Investment Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, June 18th, 2020:7.40% (+0.23%)
Analysis last updated: Wednesday, June 17, 2020 at 09:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0063 | 3.81 | |
| 0.1020 | 18.22 | |
| 0.9137 | 242.62 | |
| 0.0533 | 0.52 |
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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