V-Lab
V-Lab

Korea Pacific No 04 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 25th, 2017:857.92% (-226.17%)

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

Date Range:

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graph of Korea Pacific No 04 Ship Investment Co Ltd S0GARCH
paramt-stat
ω1.91691.48
α0.530410.82
β0.46869.58
γ16.74655.48
γ2-11.8501-6.82
γ37.29864.93
γ4-4.1556-3.29
γ55.23535.03
γ6-5.2538-4.92
Estimation Period:
Jul 27, 2006 to Apr 21, 2017
Impact of return on volatility tomorrow
Volatility Forecasts