V-Lab: ASIA Holdings Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

ASIA Holdings Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:42.90% (-0.84%)

Analysis last updated: Saturday, April 20, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0552	21.40
$α$	0.1172	50.03
$β$	0.8778	398.80
$γ$	0.0152	2.07
$δ$	1.8753	37.02

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts