V-Lab
Doosan Engineering & Construction Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2020:38.25% (-2.06%)
Analysis last updated: Thursday, March 5, 2020 at 11:11 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8288 | 5.04 | |
| 0.1394 | 6.46 | |
| 0.8280 | 34.95 | |
| -0.0771 | -3.84 | |
| 0.1043 | 3.58 | |
| -0.0449 | -2.33 | |
| 0.0555 | 1.60 |
Estimation Period:
Jan 30, 1996 to Feb 28, 2020
Jan 30, 1996 to Feb 28, 2020
News Impact Curve
Volatility Forecasts
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