V-Lab
V-Lab

Korea Pacific No 02 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 25th, 2017:969.29% (-204.67%)

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

Date Range:

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to

6M ·

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graph of Korea Pacific No 02 Ship Investment Co Ltd S0GARCH
paramt-stat
ω0.17971.42
α0.29302.99
β0.67035.86
γ110.00874.19
γ2-17.1113-5.30
γ38.88044.38
γ4-2.4149-1.25
γ53.87302.03
γ6-5.8155-3.81
Estimation Period:
Aug 1, 2006 to Apr 21, 2017
Impact of return on volatility tomorrow
Volatility Forecasts