V-Lab: Asia Cement Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Asia Cement Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.19% (-0.03%)

Analysis last updated: Sunday, April 21, 2024 at 12:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7160	5.26
$α$	0.1136	3.16
$β$	0.7054	8.40
$γ_{1}$	-0.2784	-0.52
$γ_{2}$	-0.3813	-0.47
$γ_{3}$	2.3648	4.79
$γ_{4}$	-3.6151	-9.14
$γ_{5}$	3.0434	5.69
$γ_{6}$	-1.3165	-2.70
$γ_{7}$	-0.4140	-0.75
$γ_{8}$	1.1977	1.52

Estimation Period:
Nov 6, 2013 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts