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

V-Lab

| |

V-Lab

ASIA Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:35.11% (-1.63%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8480	5.60
$α$	0.0744	8.23
$β$	0.8869	58.98
$γ_{1}$	-0.0418	-0.90
$γ_{2}$	0.1319	1.91
$γ_{3}$	-0.2399	-4.05
$γ_{4}$	0.2485	3.20
$γ_{5}$	-0.1366	-1.76
$γ_{6}$	0.0746	1.26
$γ_{7}$	-0.0989	-1.96
$γ_{8}$	0.1463	2.63
$γ_{9}$	-0.1646	-1.78

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts