V-Lab
Hi Gold Ocean Kmarin No8 Ship Investment Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 27th, 2020:36.36% (+7.12%)
Analysis last updated: Sunday, March 21, 2021 at 05:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.3849 | 11.92 | |
| 0.5257 | 15.12 | |
| -0.2528 | -4.78 | |
| 0.6686 | 0.22 | |
| 0.3144 | 0.25 | |
| 0.6479 | 0.41 |
Estimation Period:
Sep 17, 2012 to Apr 24, 2020
Sep 17, 2012 to Apr 24, 2020
News Impact Curve
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