Asia Pacific No 4 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4023 | 3.26 | |
| 0.2847 | 4.68 | |
| 0.6172 | 8.35 | |
| 16.1988 | 3.65 | |
| -29.6563 | -3.43 | |
| 18.9146 | 2.09 | |
| -5.0759 | -0.60 | |
| -1.2737 | -0.15 | |
| -1.6700 | -0.21 | |
| 1.2639 | 0.15 | |
| 3.0823 | 0.28 | |
| 1.7716 | 0.17 | |
| -5.6839 | -0.94 |
Estimation Period:
Jan 31, 2005 to Jan 2, 2015
Jan 31, 2005 to Jan 2, 2015
News Impact Curve
Volatility Forecasts
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