V-Lab: Asia Pacific No 13 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Asia Pacific No 13 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 29th, 2017:12.28% (-0.13%)

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
$ω$	1.4414	2.22
$α$	0.2767	3.14
$β$	0.6843	9.48
$γ_{1}$	5.0732	1.79
$γ_{2}$	-7.8813	-1.67
$γ_{3}$	3.7429	0.89
$γ_{4}$	-3.4072	-0.66
$γ_{5}$	4.3104	0.86
$γ_{6}$	-0.0181	-0.00
$γ_{7}$	-4.7220	-1.32
$γ_{8}$	4.1203	1.93

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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