V-Lab: Asia Paper Manufacturing Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Asia Paper Manufacturing Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:13.36% (-0.26%)

Analysis last updated: Saturday, April 13, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7756	6.15
$α$	0.1027	8.12
$β$	0.8241	35.93
$γ_{1}$	-0.0467	-1.23
$γ_{2}$	0.1227	2.28
$γ_{3}$	-0.2471	-6.91
$γ_{4}$	0.3377	7.68
$γ_{5}$	-0.2628	-5.17
$γ_{6}$	0.1448	3.22
$γ_{7}$	-0.0552	-1.30
$γ_{8}$	0.0096	0.23
$γ_{9}$	-0.1120	-1.40

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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