V-Lab
Asia Pacific No 10 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 29th, 2017:11.94% (-0.25%)
Analysis last updated: Friday, May 26, 2017 at 07:45 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0807 | 2.88 | |
| 0.2365 | 7.55 | |
| 0.7508 | 23.78 | |
| 1.7532 | 3.24 | |
| -2.7345 | -3.30 | |
| 1.1550 | 1.76 | |
| -0.0836 | -0.13 | |
| -0.0806 | -0.18 |
Estimation Period:
Aug 23, 2005 to May 26, 2017
Aug 23, 2005 to May 26, 2017
News Impact Curve
Volatility Forecasts
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