V-Lab
V-Lab

Korea Pacific No 01 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 25th, 2017:886.59% (-185.14%)

Analysis last updated: Monday, April 24, 2017 at 07:57 AM UTC

Date Range:

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graph of Korea Pacific No 01 Ship Investment Co Ltd S0GARCH
paramt-stat
ω1.64162.88
α0.39585.43
β0.60408.29
γ14.72040.87
γ2-9.1925-1.24
γ35.35761.45
γ4-1.0388-0.40
γ5-0.6896-0.37
γ65.26063.44
γ7-7.6719-5.99
Estimation Period:
Jul 21, 2006 to Apr 21, 2017
Impact of return on volatility tomorrow
Volatility Forecasts