V-Lab: Asia Pacific No 4 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Asia Pacific No 4 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 15th, 2015:8.13% (-0.17%)

Analysis last updated: Friday, January 29, 2016 at 03:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4023	3.26
$α$	0.2847	4.68
$β$	0.6172	8.35
$γ_{1}$	16.1988	3.65
$γ_{2}$	-29.6563	-3.43
$γ_{3}$	18.9146	2.09
$γ_{4}$	-5.0759	-0.60
$γ_{5}$	-1.2737	-0.15
$γ_{6}$	-1.6700	-0.21
$γ_{7}$	1.2639	0.15
$γ_{8}$	3.0823	0.28
$γ_{9}$	1.7716	0.17
$γ_{10}$	-5.6839	-0.94

Estimation Period:
Jan 31, 2005 to Jan 2, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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