V-Lab: Asia Paper Manufacturing Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Asia Paper Manufacturing Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:31.75% (+11.77%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8147	6.19
$α$	0.0921	8.46
$β$	0.8472	42.91
$γ_{1}$	-0.0252	-0.65
$γ_{2}$	0.0876	1.58
$γ_{3}$	-0.2216	-5.92
$γ_{4}$	0.3136	6.84
$γ_{5}$	-0.2389	-4.48
$γ_{6}$	0.1182	2.48
$γ_{7}$	-0.0154	-0.33
$γ_{8}$	-0.0649	-1.46
$γ_{9}$	0.0707	2.18

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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