V-Lab
Korea Pacific No 02 Ship Investment Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 25th, 2017:1030.60% (-187.23%)
Analysis last updated: Monday, April 24, 2017 at 07:57 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1870 | 2.06 | |
| 0.2522 | 3.21 | |
| 0.6586 | 5.39 | |
| 19.6831 | 4.05 | |
| -26.8307 | -3.63 | |
| 4.4560 | 0.95 | |
| 4.1921 | 1.17 | |
| -1.4389 | -0.40 | |
| 0.5852 | 0.13 | |
| 1.7128 | 0.33 | |
| 0.5528 | 0.06 |
Estimation Period:
Aug 1, 2006 to Apr 21, 2017
Aug 1, 2006 to Apr 21, 2017
News Impact Curve
Volatility Forecasts
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