V-Lab
Asia Pacific No 1 Ship Investment Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 19th, 2014:53.19% (-12.88%)
Analysis last updated: Monday, March 1, 2021 at 05:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 314.6796 | 2.83 | |
| 0.2433 | 131.88 | |
| 0.9851 | 193.01 | |
| 2 | 10717.40 |
Estimation Period:
Oct 15, 2004 to Jun 13, 2014
Oct 15, 2004 to Jun 13, 2014
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