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

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V-Lab

ASIA Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:36.83% (-1.58%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8856	5.78
$α$	0.0748	8.28
$β$	0.8873	60.51
$γ_{1}$	-0.0230	-0.49
$γ_{2}$	0.1010	1.45
$γ_{3}$	-0.2177	-3.66
$γ_{4}$	0.2288	2.96
$γ_{5}$	-0.1181	-1.53
$γ_{6}$	0.0558	0.95
$γ_{7}$	-0.0748	-1.53
$γ_{8}$	0.1068	2.32
$γ_{9}$	-0.0840	-2.56

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts