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Dongbuka No 5 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 03:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Dongbuka No 5 Ship Investment Co Ltd S0GARCH
paramt-stat
ω0.90722.19
α0.20554.30
β0.55146.28
γ16.09331.73
γ2-7.6749-1.60
γ3-0.6445-0.17
γ45.05430.91
γ5-4.1312-0.63
γ62.62210.44
γ7-6.7902-0.88
γ814.64441.75
γ9-18.9850-4.20
γ1014.56154.60
Estimation Period:
Dec 31, 2004 to Apr 7, 2014
Impact of return on volatility tomorrow
Volatility Forecasts