V-Lab: Asia Pacific No 2 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Asia Pacific No 2 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 11th, 2014:9.24% (-0.13%)

Analysis last updated: Friday, January 29, 2016 at 02:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2460	2.89
$α$	0.3660	4.65
$β$	0.5365	7.94
$γ_{1}$	0.2934	0.18
$γ_{2}$	-3.0074	-1.11
$γ_{3}$	5.7082	1.94
$γ_{4}$	-5.9838	-1.96
$γ_{5}$	4.8206	1.70
$γ_{6}$	-1.9229	-0.52
$γ_{7}$	-1.6445	-0.41
$γ_{8}$	2.3045	0.87
$γ_{9}$	0.0442	0.03

Estimation Period:
Dec 27, 2004 to Dec 5, 2014

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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