V-Lab: ASIA Holdings Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

ASIA Holdings Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:35.72% (-2.14%)

Analysis last updated: Sunday, April 21, 2024 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.4934	4.83
$α$	0.0712	44.92
$β$	0.9899	449.12
$ν$	4	16.52

Estimation Period:
Jan 3, 1990 to Apr 19, 2024