Asia Pacific No 8 Ship Investment Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2525 | 2.67 | |
| 0.1432 | 4.12 | |
| 0.7462 | 12.02 | |
| -3.3685 | -3.14 | |
| 4.7125 | 2.72 | |
| -2.3066 | -1.37 | |
| 2.2896 | 1.31 | |
| -2.5667 | -1.54 | |
| 1.2855 | 0.67 | |
| -1.7783 | -0.61 |
Estimation Period:
Feb 15, 2005 to Jan 23, 2015
Feb 15, 2005 to Jan 23, 2015
News Impact Curve
Volatility Forecasts
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