V-Lab: Dongbuka No 10 Ship Investment Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Dongbuka No 10 Ship Investment Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 29th, 2017:73.71% (-0.01%)

Analysis last updated: Friday, May 26, 2017 at 07:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0764	4.25
$α$	0.4093	3.67
$β$	0.3581	3.79
$γ_{1}$	5.5872	2.57
$γ_{2}$	-8.0406	-2.22
$γ_{3}$	2.2053	0.78
$γ_{4}$	0.2362	0.09
$γ_{5}$	-0.2995	-0.14
$γ_{6}$	2.4686	1.35
$γ_{7}$	-5.3743	-2.74
$γ_{8}$	6.6703	2.83
$γ_{9}$	-6.5333	-2.17
$γ_{10}$	8.6541	3.42

Estimation Period:
Aug 31, 2005 to May 26, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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