V-Lab
V-Lab

Asia Pacific No 8 Ship Investment Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2015:3077.37% (+3055.18%)

Analysis last updated: Friday, January 29, 2016 at 03:07 AM UTC

Date Range:

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graph of Asia Pacific No 8 Ship Investment Co Ltd SGARCH
paramt-stat
ω0.25252.67
α0.14324.12
β0.746212.02
γ1-3.3685-3.14
γ24.71252.72
γ3-2.3066-1.37
γ42.28961.31
γ5-2.5667-1.54
γ61.28550.67
γ7-1.7783-0.61
Estimation Period:
Feb 15, 2005 to Jan 23, 2015
Impact of return on volatility tomorrow
Volatility Forecasts