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

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V-Lab

Ascendio Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:72.97% (+7.42%)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5334	6.01
$α$	0.1277	6.14
$β$	0.8104	18.84
$γ_{1}$	0.0316	0.86
$γ_{2}$	0.0110	0.21
$γ_{3}$	-0.1475	-3.95
$γ_{4}$	0.1863	4.31
$γ_{5}$	-0.1457	-3.15
$γ_{6}$	0.0978	2.28
$γ_{7}$	-0.0427	-1.03
$γ_{8}$	0.0144	0.41

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

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Volatility Forecasts