V-Lab
V-Lab

Asia Pacific No 3 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2014:8464.52% (+6510.23%)

Analysis last updated: Friday, January 29, 2016 at 02:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of Asia Pacific No 3 Ship Investment Co Ltd S0GARCH
paramt-stat
ω0.45450.96
α0.12900.47
β0.87103.19
γ1-11.4728-0.19
γ27.55460.13
γ33.23570.10
γ411.97890.19
γ5-4.6814-0.09
γ6-3.2464-0.14
γ7-17.9141-0.89
γ837.02692.50
γ9-40.2374-1.04
Estimation Period:
Jan 4, 2005 to Dec 12, 2014
Impact of return on volatility tomorrow
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