V-Lab: Korea Pacific No 04 Ship Investment Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Korea Pacific No 04 Ship Investment Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 25th, 2017:901.83% (-199.33%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7481	1.12
$α$	0.4713	9.70
$β$	0.5242	11.14
$γ_{1}$	16.6024	2.87
$γ_{2}$	-16.5915	-2.02
$γ_{3}$	-7.0355	-1.67
$γ_{4}$	9.6239	2.05
$γ_{5}$	-3.0848	-0.53
$γ_{6}$	0.7967	0.12
$γ_{7}$	-2.2504	-0.39
$γ_{8}$	5.6721	1.77
$γ_{9}$	-2.0426	-0.42
$γ_{10}$	-3.3491	-0.28

Estimation Period:
Jul 27, 2006 to Apr 21, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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