V-Lab
Dongbuka No 13 Ship Investment Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, April 28th, 2020:100.03% (+24.70%)
Analysis last updated: Monday, March 1, 2021 at 05:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 877.8846 | 9.45 | |
| 0.1310 | 112.06 | |
| 0.9972 | 3462.38 | |
| 2 | 29497.32 |
Estimation Period:
Aug 29, 2005 to Mar 27, 2020
Aug 29, 2005 to Mar 27, 2020
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