V-Lab: Asia Pacific No 8 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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Asia Pacific No 8 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Analysis last updated: Friday, January 29, 2016 at 02:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2908	2.58
$α$	0.1334	3.88
$β$	0.8113	17.40
$γ_{1}$	-4.0586	-2.72
$γ_{2}$	5.8574	2.33
$γ_{3}$	-3.4741	-1.65
$γ_{4}$	3.5931	2.29
$γ_{5}$	-3.0982	-1.69
$γ_{6}$	1.6775	0.76
$γ_{7}$	-2.4298	-1.14
$γ_{8}$	3.4927	2.41

Estimation Period:
Feb 15, 2005 to Jan 23, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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