V-Lab
Dongbuka No 12 Ship Investment Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 18th, 2020:6.63% (+0.04%)
Analysis last updated: Wednesday, June 17, 2020 at 09:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9109 | 2.90 | |
| 0.3273 | 7.05 | |
| 0.5824 | 12.39 | |
| 0.6207 | 1.85 | |
| -1.3915 | -3.03 | |
| 1.0716 | 3.07 | |
| 0.1097 | 0.24 | |
| -1.7714 | -3.19 | |
| 3.1146 | 5.39 |
Estimation Period:
Sep 12, 2005 to Jun 5, 2020
Sep 12, 2005 to Jun 5, 2020
News Impact Curve
Volatility Forecasts
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