V-Lab
Dongbuka No 5 Ship Investment Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, April 8th, 2014:48.79% (-3.32%)
Analysis last updated: Monday, March 1, 2021 at 06:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1553.9370 | 10.45 | |
| 0.1321 | 84.95 | |
| 0.9986 | 7451.91 | |
| 2 | 133397.27 |
Estimation Period:
Dec 31, 2004 to Apr 7, 2014
Dec 31, 2004 to Apr 7, 2014
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