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V-Lab
Asia Pacific No 4 Ship Investment Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2015:10.77% (-0.25%)

Analysis last updated: Monday, March 1, 2021 at 07:19 PM UTC

Date Range:

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graph of Asia Pacific No 4 Ship Investment Co Ltd GJR-GARCH
paramt-stat
ω0.02163.65
α0.06272.27
β0.9112121.19
γ0.05220.96
Estimation Period:
Jan 31, 2005 to Jan 2, 2015
Impact of return on volatility tomorrow
Volatility Forecasts