V-Lab
Asia Pacific No 4 Ship Investment Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2015:81.32% (-11.33%)
Analysis last updated: Monday, March 1, 2021 at 09:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 795.0799 | 3.96 | |
| 0.1692 | 83.57 | |
| 0.9914 | 487.16 | |
| 2 | 10836.19 |
Estimation Period:
Jan 31, 2005 to Jan 2, 2015
Jan 31, 2005 to Jan 2, 2015
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