V-Lab
STX Offshore & Shipbuilding Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 15th, 2014:781.85% (-62.67%)
Analysis last updated: Friday, January 29, 2016 at 03:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5779 | 3.36 | |
| 0.0996 | 3.78 | |
| 0.7411 | 10.44 | |
| 0.5145 | 0.75 | |
| -0.7915 | -0.84 | |
| 0.7848 | 1.54 | |
| -1.3502 | -3.23 | |
| 1.5126 | 3.68 | |
| -0.9437 | -1.88 | |
| -0.1908 | -0.28 | |
| 4.2936 | 2.50 |
Estimation Period:
Oct 27, 2003 to Apr 14, 2014
Oct 27, 2003 to Apr 14, 2014
News Impact Curve
Volatility Forecasts
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