V-Lab
V-Lab

Asia Pacific No 15 Ship Investment Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 27th, 2017:4.68% (-0.02%)

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

Date Range:

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to

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graph of Asia Pacific No 15 Ship Investment Co Ltd SGARCH
paramt-stat
ω0.66622.80
α0.31923.50
β0.54645.32
γ10.27260.12
γ20.90030.21
γ3-1.1812-0.30
γ4-5.4013-1.09
γ512.17031.86
γ6-12.7083-2.10
γ710.45042.60
γ8-4.8448-1.36
γ9-5.7592-1.47
Estimation Period:
Aug 5, 2005 to Jun 23, 2017
Impact of return on volatility tomorrow
Volatility Forecasts