V-Lab
V-Lab

Asia Pacific No 2 Ship Investment Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 11th, 2014:16.06% (-0.13%)

Analysis last updated: Friday, January 29, 2016 at 03:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Asia Pacific No 2 Ship Investment Co Ltd SGARCH
paramt-stat
ω0.54582.22
α0.445410.16
β0.554412.69
γ1-7.4583-2.40
γ29.65542.49
γ3-3.6199-1.92
γ42.02341.51
γ5-0.5424-0.35
γ6-2.1278-0.87
γ76.04581.82
Estimation Period:
Dec 27, 2004 to Dec 5, 2014
Impact of return on volatility tomorrow
Volatility Forecasts