V-Lab: Asia Pacific No 1 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Asia Pacific No 1 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2014:8.66% (-0.16%)

Analysis last updated: Monday, December 29, 2014 at 06:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8801	4.75
$α$	0.3073	4.31
$β$	0.0724	0.90
$γ_{1}$	1.3305	0.97
$γ_{2}$	-1.7811	-0.84
$γ_{3}$	-1.8756	-0.90
$γ_{4}$	7.3994	3.13
$γ_{5}$	-9.6924	-4.26
$γ_{6}$	7.1355	2.86
$γ_{7}$	-2.9714	-0.91
$γ_{8}$	0.9360	0.26
$γ_{9}$	-4.0708	-2.07
$γ_{10}$	6.2623	5.33

Estimation Period:
Oct 15, 2004 to Jun 13, 2014

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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