V-Lab
Korea Pacific No 04 Ship Investment Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 25th, 2017:943.52% (-60.33%)
Analysis last updated: Monday, March 1, 2021 at 07:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1094 | 14.65 | |
| 0.3561 | 23.78 | |
| 0.9817 | 424.44 | |
| 0.0046 | 0.20 |
Estimation Period:
Jul 27, 2006 to Apr 21, 2017
Jul 27, 2006 to Apr 21, 2017
News Impact Curve
Volatility Forecasts
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