V-Lab
Dongbuka No 12 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 18th, 2020:3.82% (+0.08%)
Analysis last updated: Wednesday, June 17, 2020 at 09:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9670 | 2.81 | |
| 0.3259 | 7.13 | |
| 0.5990 | 13.59 | |
| 0.6359 | 1.84 | |
| -1.4327 | -3.03 | |
| 1.1627 | 3.31 | |
| -0.1062 | -0.24 | |
| -1.2687 | -2.52 | |
| 1.7463 | 4.74 |
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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