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

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V-Lab

Asia Paper Manufacturing Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:22.93% (-1.08%)

Analysis last updated: Saturday, April 27, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7668	6.13
$α$	0.0965	8.28
$β$	0.8328	38.97
$γ_{1}$	-0.0462	-1.22
$γ_{2}$	0.1206	2.25
$γ_{3}$	-0.2443	-6.87
$γ_{4}$	0.3360	7.70
$γ_{5}$	-0.2623	-5.19
$γ_{6}$	0.1431	3.19
$γ_{7}$	-0.0480	-1.11
$γ_{8}$	-0.0101	-0.23
$γ_{9}$	-0.0512	-0.57

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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