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Dongbuka No 5 Ship Investment Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 01:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Dongbuka No 5 Ship Investment Co Ltd SGARCH
paramt-stat
ω0.85632.27
α0.20304.12
β0.49154.96
γ15.50851.60
γ2-6.8972-1.49
γ3-1.0161-0.29
γ45.46681.06
γ5-4.5555-0.76
γ62.75100.50
γ7-6.0618-0.82
γ812.48501.59
γ9-14.5461-2.85
γ102.82090.29
Estimation Period:
Dec 31, 2004 to Apr 7, 2014
Impact of return on volatility tomorrow
Volatility Forecasts