V-Lab
Dongbuka No 5 Ship Investment Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 8th, 2014:1.79% (0.00%)
Analysis last updated: Friday, January 29, 2016 at 01:58 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8563 | 2.27 | |
| 0.2030 | 4.12 | |
| 0.4915 | 4.96 | |
| 5.5085 | 1.60 | |
| -6.8972 | -1.49 | |
| -1.0161 | -0.29 | |
| 5.4668 | 1.06 | |
| -4.5555 | -0.76 | |
| 2.7510 | 0.50 | |
| -6.0618 | -0.82 | |
| 12.4850 | 1.59 | |
| -14.5461 | -2.85 | |
| 2.8209 | 0.29 |
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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