V-Lab
V-Lab

Asia Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:23.66% (+1.67%)

Analysis last updated: Thursday, March 28, 2024 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Asia Cement Co Ltd S0GARCH
paramt-stat
ω0.71725.31
α0.11173.10
β0.70478.18
γ1-0.2378-0.44
γ2-0.4732-0.58
γ32.46775.14
γ4-3.6769-8.89
γ53.01655.45
γ6-1.2380-2.59
γ7-0.4256-0.94
γ80.98302.45
Estimation Period:
Nov 6, 2013 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts