V-Lab
V-Lab

Korea Pacific No 03 Ship Investment Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 25th, 2017:948.65% (-222.87%)

Analysis last updated: Monday, April 24, 2017 at 07:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Pacific No 03 Ship Investment Co Ltd SGARCH
paramt-stat
ω1.71482.00
α0.38086.10
β0.61889.89
γ16.44752.25
γ2-12.0835-3.17
γ38.77643.10
γ4-6.6567-2.10
γ58.98093.36
γ6-8.4161-3.08
Estimation Period:
Jul 31, 2006 to Apr 21, 2017
Impact of return on volatility tomorrow
Volatility Forecasts