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

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V-Lab

ASIA Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:32.29% (-1.25%)

Analysis last updated: Wednesday, May 1, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8853	5.79
$α$	0.0746	8.27
$β$	0.8873	60.46
$γ_{1}$	-0.0226	-0.48
$γ_{2}$	0.1000	1.44
$γ_{3}$	-0.2167	-3.67
$γ_{4}$	0.2287	2.97
$γ_{5}$	-0.1186	-1.54
$γ_{6}$	0.0558	0.95
$γ_{7}$	-0.0736	-1.51
$γ_{8}$	0.1050	2.29
$γ_{9}$	-0.0827	-2.51

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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