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Asia Pacific No 1 Ship Investment Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 04:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Asia Pacific No 1 Ship Investment Co Ltd SGARCH
paramt-stat
ω0.97404.55
α0.29634.79
β0.08421.00
γ12.36322.04
γ2-5.2022-2.86
γ35.83214.82
γ4-4.8484-3.99
γ52.52051.98
γ60.07230.04
γ7-2.9851-1.03
γ81.85320.46
Estimation Period:
Oct 15, 2004 to Jun 13, 2014
Impact of return on volatility tomorrow
Volatility Forecasts