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 22nd, 2024:29.87% (+14.24%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7692	6.14
$α$	0.0979	8.29
$β$	0.8308	38.64
$γ_{1}$	-0.0466	-1.23
$γ_{2}$	0.1218	2.27
$γ_{3}$	-0.2456	-6.88
$γ_{4}$	0.3364	7.65
$γ_{5}$	-0.2612	-5.15
$γ_{6}$	0.1415	3.15
$γ_{7}$	-0.0469	-1.09
$γ_{8}$	-0.0100	-0.23
$γ_{9}$	-0.0505	-0.56

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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