V-Lab
V-Lab

Ascendio Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:97.60% (-7.25%)

Analysis last updated: Thursday, March 28, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ascendio Co Ltd S0GARCH
paramt-stat
ω0.53605.89
α0.12426.12
β0.817319.52
γ10.03140.83
γ20.01270.23
γ3-0.1505-3.90
γ40.18864.23
γ5-0.1470-3.11
γ60.09842.27
γ7-0.0430-1.00
γ80.01440.40
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts