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

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V-Lab

Asia Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:19.22% (-0.37%)

Analysis last updated: Saturday, April 27, 2024 at 11:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7131	5.18
$α$	0.1142	3.13
$β$	0.7096	8.78
$γ_{1}$	-0.3137	-0.59
$γ_{2}$	-0.3071	-0.37
$γ_{3}$	2.2869	4.54
$γ_{4}$	-3.5635	-9.18
$γ_{5}$	3.0573	5.85
$γ_{6}$	-1.3998	-3.07
$γ_{7}$	-0.2753	-0.66
$γ_{8}$	0.9269	2.45

Estimation Period:
Nov 6, 2013 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts