V-Lab: Badaro No 3 Ship Investment Co Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Badaro No 3 Ship Investment Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 25th, 2016:98.59% (-10.37%)

Analysis last updated: Tuesday, May 24, 2016 at 06:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1942	1.92
$α$	0.3668	5.28
$β$	0.5279	6.49
$γ_{1}$	6.2174	1.20
$γ_{2}$	-11.1081	-1.47
$γ_{3}$	8.8580	1.99
$γ_{4}$	-6.3790	-2.29
$γ_{5}$	-1.5737	-0.23
$γ_{6}$	10.1788	0.94
$γ_{7}$	-10.9092	-1.21
$γ_{8}$	8.3051	1.37
$γ_{9}$	-5.2969	-1.46

Estimation Period:
Nov 2, 2006 to May 20, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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