V-Lab: Asia Pacific No 12 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Asia Pacific No 12 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 29th, 2017:8.79% (-0.26%)

Analysis last updated: Friday, May 26, 2017 at 07:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5843	1.96
$α$	0.2120	3.49
$β$	0.7802	11.24
$γ_{1}$	-0.3036	-0.69
$γ_{2}$	0.1531	0.25
$γ_{3}$	0.3344	1.25

Estimation Period:
Aug 23, 2005 to May 26, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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