V-Lab: Badaro No 19 Ship Investment Co Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Badaro No 19 Ship Investment Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 28th, 2023:5.69% (0.00%)

Analysis last updated: Wednesday, November 29, 2023 at 02:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6060	1.36
$α$	0.3785	4.92
$β$	0.4737	6.47
$γ_{1}$	-1.1168	-0.57
$γ_{2}$	0.1925	0.07
$γ_{3}$	2.1403	1.85
$γ_{4}$	-3.2810	-4.13
$γ_{5}$	3.7965	5.20
$γ_{6}$	-2.7089	-3.81
$γ_{7}$	2.4410	3.09
$γ_{8}$	-2.3883	-2.85
$γ_{9}$	0.9669	1.09
$γ_{10}$	0.0515	0.06

Estimation Period:
Jun 29, 2012 to Nov 24, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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MF2-GARCH