Asia Pacific No 3 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4545 | 0.96 | |
| 0.1290 | 0.47 | |
| 0.8710 | 3.19 | |
| -11.4728 | -0.19 | |
| 7.5546 | 0.13 | |
| 3.2357 | 0.10 | |
| 11.9789 | 0.19 | |
| -4.6814 | -0.09 | |
| -3.2464 | -0.14 | |
| -17.9141 | -0.89 | |
| 37.0269 | 2.50 | |
| -40.2374 | -1.04 |
Estimation Period:
Jan 4, 2005 to Dec 12, 2014
Jan 4, 2005 to Dec 12, 2014
News Impact Curve
Volatility Forecasts
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