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

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V-Lab

Asia Paper Manufacturing Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:20.08% (-0.22%)

Analysis last updated: Saturday, April 13, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8163	6.13
$α$	0.0926	8.47
$β$	0.8476	42.73
$γ_{1}$	-0.0251	-0.64
$γ_{2}$	0.0876	1.56
$γ_{3}$	-0.2216	-5.86
$γ_{4}$	0.3134	6.77
$γ_{5}$	-0.2382	-4.43
$γ_{6}$	0.1170	2.43
$γ_{7}$	-0.0129	-0.27
$γ_{8}$	-0.0697	-1.55
$γ_{9}$	0.0761	2.30

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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