V-Lab
Dongbuka No 13 Ship Investment Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 28th, 2020:1523.77% (+1513.87%)
Analysis last updated: Monday, March 1, 2021 at 06:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 4.19 | |
| 0.0351 | 5.92 | |
| 0.9449 | 274.43 | |
| 0.0400 | 3.89 |
Estimation Period:
Aug 29, 2005 to Mar 27, 2020
Aug 29, 2005 to Mar 27, 2020
News Impact Curve
Volatility Forecasts
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