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

V-Lab

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V-Lab

ASIA Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:28.97% (-1.21%)

Analysis last updated: Thursday, May 2, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8444	5.60
$α$	0.0744	8.21
$β$	0.8867	58.75
$γ_{1}$	-0.0418	-0.90
$γ_{2}$	0.1312	1.91
$γ_{3}$	-0.2391	-4.07
$γ_{4}$	0.2487	3.23
$γ_{5}$	-0.1376	-1.78
$γ_{6}$	0.0751	1.27
$γ_{7}$	-0.0985	-1.96
$γ_{8}$	0.1464	2.64
$γ_{9}$	-0.1687	-1.82

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts