V-Lab
V-Lab

Asia Pacific No 4 Ship Investment Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2015:6.52% (-0.28%)

Analysis last updated: Friday, January 29, 2016 at 02:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of Asia Pacific No 4 Ship Investment Co Ltd SGARCH
paramt-stat
ω0.25310.01
α0.37590.00
β0.62410.00
γ1-18.7321-0.00
γ218.87120.00
γ32.04270.00
γ4-4.7094-0.00
γ50.37610.00
γ66.61960.01
γ7-6.1448-0.02
Estimation Period:
Jan 31, 2005 to Jan 2, 2015
Impact of return on volatility tomorrow
Volatility Forecasts