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

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V-Lab

Badaro No 19 Ship Investment Co Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 28th, 2023:5.46% (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
$ω$	0.6029	1.36
$α$	0.3717	4.94
$β$	0.4790	6.70
$γ_{1}$	-1.0954	-0.56
$γ_{2}$	0.1506	0.06
$γ_{3}$	2.1884	1.89
$γ_{4}$	-3.3393	-4.20
$γ_{5}$	3.8569	5.28
$γ_{6}$	-2.7615	-3.89
$γ_{7}$	2.4678	3.14
$γ_{8}$	-2.3574	-2.76
$γ_{9}$	0.8319	0.70
$γ_{10}$	0.4309	0.16

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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