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Korea Pacific No 04 Ship Investment Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, April 24, 2017 at 07:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Pacific No 04 Ship Investment Co Ltd SGARCH
paramt-stat
ω1.74811.12
α0.47139.70
β0.524211.14
γ116.60242.87
γ2-16.5915-2.02
γ3-7.0355-1.67
γ49.62392.05
γ5-3.0848-0.53
γ60.79670.12
γ7-2.2504-0.39
γ85.67211.77
γ9-2.0426-0.42
γ10-3.3491-0.28
Estimation Period:
Jul 27, 2006 to Apr 21, 2017
Impact of return on volatility tomorrow
Volatility Forecasts