V-Lab
Asia Paper Manufacturing Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:25.41% (-0.61%)
Analysis last updated: Wednesday, May 1, 2024 at 10:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8147 | 6.20 | |
| 0.0912 | 8.45 | |
| 0.8483 | 43.09 | |
| -0.0244 | -0.63 | |
| 0.0859 | 1.55 | |
| -0.2202 | -5.90 | |
| 0.3133 | 6.87 | |
| -0.2400 | -4.52 | |
| 0.1199 | 2.51 | |
| -0.0162 | -0.35 | |
| -0.0658 | -1.46 | |
| 0.0724 | 2.21 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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