V-Lab
Dongbuka No 14 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 29th, 2017:22.08% (+0.17%)
Analysis last updated: Friday, May 26, 2017 at 07:46 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6403 | 3.05 | |
| 0.2399 | 3.74 | |
| 0.5637 | 5.42 | |
| 8.1649 | 3.19 | |
| -11.4737 | -3.09 | |
| 0.2902 | 0.11 | |
| 5.4560 | 1.81 | |
| -0.0896 | -0.03 | |
| -6.9944 | -2.39 | |
| 9.5526 | 4.26 | |
| -10.0171 | -4.75 | |
| 7.5892 | 3.41 |
Estimation Period:
Aug 30, 2005 to May 26, 2017
Aug 30, 2005 to May 26, 2017
News Impact Curve
Volatility Forecasts
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