V-Lab
V-Lab

Asia Pacific No 3 Ship Investment Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2014:19004.31% (+15545.34%)

Analysis last updated: Friday, January 29, 2016 at 03:49 AM UTC

Date Range:

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graph of Asia Pacific No 3 Ship Investment Co Ltd SGARCH
paramt-stat
ω0.57027.71
α0.66405.74
β0.33582.90
γ1-0.6066-0.24
γ2-1.2063-0.30
γ33.96071.60
γ4-3.1231-1.38
γ50.56760.22
γ61.62250.66
γ7-8.1264-3.16
γ833.97265.47
Estimation Period:
Jan 4, 2005 to Dec 12, 2014
Impact of return on volatility tomorrow
Volatility Forecasts