V-Lab
Asia Pacific No 2 Ship Investment Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, December 11th, 2014:17.89% (-0.29%)
Analysis last updated: Wednesday, December 10, 2014 at 09:50 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1594 | 2.53 | |
| 0.1767 | 18.12 | |
| 0.7942 | 77.64 | |
| -0.6221 | -2.19 |
Estimation Period:
Dec 27, 2004 to Dec 5, 2014
Dec 27, 2004 to Dec 5, 2014
News Impact Curve
Volatility Forecasts
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