V-Lab
V-Lab

Asia Pacific No 14 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 29th, 2017:7.02% (-0.02%)

Analysis last updated: Friday, May 26, 2017 at 07:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of Asia Pacific No 14 Ship Investment Co Ltd S0GARCH
paramt-stat
ω0.11512.58
α0.35195.45
β0.42334.90
γ1-5.6636-1.72
γ27.17751.59
γ3-6.8849-2.55
γ412.05814.08
γ5-12.3794-4.52
γ69.34673.04
γ7-6.3324-2.04
γ84.20202.29
Estimation Period:
Jul 15, 2005 to May 26, 2017
Impact of return on volatility tomorrow
Volatility Forecasts