V-Lab
Asia Pacific No 14 Ship Investment Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 29th, 2017:2.06% (-0.05%)
Analysis last updated: Friday, May 26, 2017 at 07:45 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1146 | 2.64 | |
| 0.3717 | 5.39 | |
| 0.3875 | 4.31 | |
| -5.6774 | -1.77 | |
| 7.1780 | 1.63 | |
| -6.7701 | -2.55 | |
| 11.6784 | 4.04 | |
| -11.5529 | -4.33 | |
| 7.4342 | 2.55 | |
| -1.6719 | -0.56 | |
| -7.6212 | -2.63 |
Estimation Period:
Jul 15, 2005 to May 26, 2017
Jul 15, 2005 to May 26, 2017
News Impact Curve
Volatility Forecasts
Other Asia Pacific No 14 Ship Investment Co Ltd Analyses