V-Lab: ASIA Holdings Co Ltd APARCH Volatility Analysis

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V-Lab

ASIA Holdings Co Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:37.45% (-1.44%)

Analysis last updated: Sunday, April 21, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0685	16.62
$α$	0.0766	38.63
$β$	0.9185	416.72
$γ$	0.0597	4.83
$δ$	1.7257	37.97

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts