V-Lab
Korea Pacific No 03 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 25th, 2017:901.48% (-297.62%)
Analysis last updated: Monday, April 24, 2017 at 07:46 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9094 | 2.13 | |
| 0.4748 | 8.65 | |
| 0.5231 | 9.48 | |
| 16.0141 | 3.72 | |
| -23.1018 | -3.60 | |
| 6.2825 | 1.57 | |
| 3.9975 | 1.01 | |
| -8.6290 | -1.95 | |
| 11.4214 | 3.40 | |
| -5.8547 | -1.30 | |
| -2.6658 | -0.68 |
Estimation Period:
Jul 31, 2006 to Apr 21, 2017
Jul 31, 2006 to Apr 21, 2017
News Impact Curve
Volatility Forecasts
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