V-Lab
KB Bookook No 1 Development REIT Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2015:1048.41% (+467.05%)
Analysis last updated: Friday, January 29, 2016 at 03:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3409 | 1.78 | |
| 0.3201 | 4.43 | |
| 0.2778 | 1.81 | |
| 33.2123 | 2.51 | |
| -56.4177 | -3.20 | |
| 32.4523 | 3.07 | |
| -8.5213 | -0.61 | |
| -2.6130 | -0.15 | |
| 24.4764 | 1.05 |
Estimation Period:
Jun 12, 2012 to Feb 27, 2015
Jun 12, 2012 to Feb 27, 2015
News Impact Curve
Volatility Forecasts
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