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

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V-Lab

ASIA Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:36.67% (-1.38%)

Analysis last updated: Saturday, April 20, 2024 at 12:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8454	5.61
$α$	0.0744	8.20
$β$	0.8866	58.66
$γ_{1}$	-0.0423	-0.91
$γ_{2}$	0.1323	1.92
$γ_{3}$	-0.2398	-4.06
$γ_{4}$	0.2483	3.21
$γ_{5}$	-0.1366	-1.77
$γ_{6}$	0.0749	1.27
$γ_{7}$	-0.0993	-1.97
$γ_{8}$	0.1470	2.64
$γ_{9}$	-0.1671	-1.80

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts