V-Lab
V-Lab

Asia Pacific No 11 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 29th, 2017:8.40% (-0.25%)

Analysis last updated: Friday, May 26, 2017 at 07:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Asia Pacific No 11 Ship Investment Co Ltd S0GARCH
paramt-stat
ω0.63991.93
α0.16514.39
β0.803512.50
γ1-6.0567-1.96
γ210.86282.18
γ3-7.5528-1.56
γ42.19890.47
γ5-1.7643-0.46
γ67.32362.05
γ7-7.8767-1.69
γ83.17630.54
γ9-0.1167-0.02
γ100.07950.02
Estimation Period:
Aug 23, 2005 to May 26, 2017
Impact of return on volatility tomorrow
Volatility Forecasts