Asia Pacific No 1 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8801 | 4.75 | |
| 0.3073 | 4.31 | |
| 0.0724 | 0.90 | |
| 1.3305 | 0.97 | |
| -1.7811 | -0.84 | |
| -1.8756 | -0.90 | |
| 7.3994 | 3.13 | |
| -9.6924 | -4.26 | |
| 7.1355 | 2.86 | |
| -2.9714 | -0.91 | |
| 0.9360 | 0.26 | |
| -4.0708 | -2.07 | |
| 6.2623 | 5.33 |
Estimation Period:
Oct 15, 2004 to Jun 13, 2014
Oct 15, 2004 to Jun 13, 2014
News Impact Curve
Volatility Forecasts
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