V-Lab: Ascendio Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Ascendio Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:69.25% (+7.55%)

Analysis last updated: Thursday, April 18, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5324	5.99
$α$	0.1278	6.12
$β$	0.8103	18.76
$γ_{1}$	0.0309	0.84
$γ_{2}$	0.0124	0.23
$γ_{3}$	-0.1488	-3.97
$γ_{4}$	0.1872	4.32
$γ_{5}$	-0.1463	-3.16
$γ_{6}$	0.0980	2.30
$γ_{7}$	-0.0431	-1.03
$γ_{8}$	0.0148	0.42

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts