V-Lab
V-Lab

Asia Paper Manufacturing Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:24.32% (-1.34%)

Analysis last updated: Saturday, May 4, 2024 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Asia Paper Manufacturing Co Ltd SGARCH
paramt-stat
ω0.76926.15
α0.09598.30
β0.834139.27
γ1-0.0462-1.22
γ20.12062.25
γ3-0.2442-6.86
γ40.33617.71
γ5-0.2634-5.21
γ60.14463.20
γ7-0.0486-1.11
γ8-0.0114-0.26
γ9-0.0471-0.53
Estimation Period:
Jan 3, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts