V-Lab
Dongbuka No 13 Ship Investment Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 28th, 2020:4479.40% (+4437.68%)
Analysis last updated: Monday, April 27, 2020 at 06:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1649 | 4.31 | |
| 0.3035 | 6.54 | |
| 0.5417 | 10.96 | |
| 0.8438 | 2.86 | |
| -1.7434 | -3.59 | |
| 1.3943 | 2.93 | |
| -0.5148 | -1.21 | |
| 0.3872 | 0.76 | |
| -2.1139 | -2.82 | |
| 4.3342 | 5.20 |
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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