V-Lab
Dongbuka No 5 Ship Investment Co Ltd APARCH Volatility Analysis
Volatility Prediction for Tuesday, April 8th, 2014:9.92% (-0.08%)
Analysis last updated: Tuesday, July 15, 2014 at 12:18 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2030 | 9.81 | |
| 0.2266 | 10.63 | |
| 0.6946 | 28.62 | |
| 0.2034 | 2.12 | |
| 0.8369 | 7.96 |
Estimation Period:
Dec 31, 2004 to Apr 7, 2014
Dec 31, 2004 to Apr 7, 2014
News Impact Curve
Volatility Forecasts
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