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

V-Lab

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V-Lab

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

Volatility Prediction for Thursday, June 19th, 2014:2.76% (-0.45%)

Analysis last updated: Friday, January 29, 2016 at 04:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9740	4.55
$α$	0.2963	4.79
$β$	0.0842	1.00
$γ_{1}$	2.3632	2.04
$γ_{2}$	-5.2022	-2.86
$γ_{3}$	5.8321	4.82
$γ_{4}$	-4.8484	-3.99
$γ_{5}$	2.5205	1.98
$γ_{6}$	0.0723	0.04
$γ_{7}$	-2.9851	-1.03
$γ_{8}$	1.8532	0.46

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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