V-Lab: Asia Pacific No 11 Ship Investment Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Asia Pacific No 11 Ship Investment Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 29th, 2017:5.37% (-0.29%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6306	1.93
$α$	0.1665	4.49
$β$	0.8014	12.62
$γ_{1}$	-6.2118	-2.01
$γ_{2}$	11.1014	2.23
$γ_{3}$	-7.6868	-1.60
$γ_{4}$	2.2855	0.49
$γ_{5}$	-1.8296	-0.48
$γ_{6}$	7.3736	2.06
$γ_{7}$	-7.8809	-1.69
$γ_{8}$	3.0391	0.51
$γ_{9}$	0.8538	0.14
$γ_{10}$	-4.6889	-0.66

Estimation Period:
Aug 23, 2005 to May 26, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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