V-Lab
V-Lab

Korea Pacific No 01 Ship Investment Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 25th, 2017:1206.45% (-164.09%)

Analysis last updated: Monday, April 24, 2017 at 07:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Pacific No 01 Ship Investment Co Ltd SGARCH
paramt-stat
ω2.58670.00
α0.32390.00
β0.67610.00
γ10.31460.01
γ2-3.2557-0.13
γ33.84090.04
γ4-1.6698-0.03
γ52.51820.00
γ61.94490.00
Estimation Period:
Jul 21, 2006 to Apr 21, 2017
Impact of return on volatility tomorrow
Volatility Forecasts