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

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V-Lab

Asia Cement Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:19.98% (-0.36%)

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
$ω$	0.7150	5.20
$α$	0.1142	3.14
$β$	0.7093	8.73
$γ_{1}$	-0.3032	-0.57
$γ_{2}$	-0.3265	-0.40
$γ_{3}$	2.3052	4.58
$γ_{4}$	-3.5801	-9.21
$γ_{5}$	3.0662	5.83
$γ_{6}$	-1.3931	-2.89
$γ_{7}$	-0.3121	-0.56
$γ_{8}$	1.0457	1.27

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts