V-Lab
Asia Pacific No 15 Ship Investment Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 27th, 2017:10.11% (-0.03%)
Analysis last updated: Monday, March 1, 2021 at 05:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0705 | 6.35 | |
| 0.2145 | 4.28 | |
| 0.8216 | 57.31 | |
| -0.0720 | -0.99 |
Estimation Period:
Aug 5, 2005 to Jun 23, 2017
Aug 5, 2005 to Jun 23, 2017
News Impact Curve
Volatility Forecasts
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