V-Lab: ASIA Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

ASIA Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:39.84% (+4.13%)

Analysis last updated: Thursday, April 18, 2024 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8852	5.77
$α$	0.0747	8.27
$β$	0.8874	60.56
$γ_{1}$	-0.0231	-0.49
$γ_{2}$	0.1011	1.45
$γ_{3}$	-0.2176	-3.66
$γ_{4}$	0.2286	2.96
$γ_{5}$	-0.1178	-1.53
$γ_{6}$	0.0557	0.94
$γ_{7}$	-0.0748	-1.53
$γ_{8}$	0.1068	2.32
$γ_{9}$	-0.0840	-2.55

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts