V-Lab
V-Lab

Asia Pacific No 12 Ship Investment Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 29th, 2017:3.32% (+0.02%)

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

Date Range:

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to

6M ·

1Y ·

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graph of Asia Pacific No 12 Ship Investment Co Ltd SGARCH
paramt-stat
ω1.29703.31
α0.36716.01
β0.54568.79
γ12.02342.05
γ2-3.7716-2.26
γ32.67471.88
γ4-2.0209-1.56
γ53.58442.15
γ6-8.9275-2.04
Estimation Period:
Aug 23, 2005 to May 26, 2017
Impact of return on volatility tomorrow
Volatility Forecasts