V-Lab
Asia Pacific No 1 Ship Investment Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, June 19th, 2014:13.73% (-0.28%)
Analysis last updated: Monday, July 14, 2014 at 08:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7121 | 13.53 | |
| 0.3145 | 15.51 | |
| 0.0359 | 1.96 | |
| -0.1591 | -1.19 |
Estimation Period:
Oct 15, 2004 to Jun 13, 2014
Oct 15, 2004 to Jun 13, 2014
News Impact Curve
Volatility Forecasts
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