V-Lab
Asia Pacific No 15 Ship Investment Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, July 27th, 2017:10.31% (-0.07%)
Analysis last updated: Wednesday, July 26, 2017 at 06:57 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0541 | 4.77 | |
| 0.2003 | 11.03 | |
| 0.8088 | 58.24 | |
| -0.3276 | -4.03 |
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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