V-Lab: Asia Pacific No 15 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Asia Pacific No 15 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 27th, 2017:13.21% (-0.01%)

Analysis last updated: Wednesday, July 26, 2017 at 06:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8104	1.87
$α$	0.3554	3.14
$β$	0.5643	6.74
$γ_{1}$	0.1625	0.13
$γ_{2}$	1.4592	0.67
$γ_{3}$	-5.9227	-2.53
$γ_{4}$	7.8974	2.78
$γ_{5}$	-6.3636	-2.13
$γ_{6}$	5.4024	2.14
$γ_{7}$	-3.6530	-2.48

Estimation Period:
Aug 5, 2005 to Jun 23, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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