V-Lab
Dongbuka No 12 Ship Investment Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 18th, 2020:5.58% (+0.01%)
Analysis last updated: Sunday, March 21, 2021 at 05:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.3691 | 18.95 | |
| 0.4905 | 28.50 | |
| -0.0181 | -0.59 | |
| 0.0025 | 1.89 | |
| 0.0666 | 5.21 | |
| 0.9334 | 65.73 |
Estimation Period:
Sep 12, 2005 to Jun 17, 2020
Sep 12, 2005 to Jun 17, 2020
News Impact Curve
Volatility Forecasts
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