V-Lab: Ascendio Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Ascendio Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:80.92% (-8.13%)

Analysis last updated: Tuesday, May 7, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2789	30.74
$β$	0.5138	33.56
$γ$	-0.0842	-6.68
$λ_{1}$	0.1305	3.10
$λ_{2}$	0.0297	3.77
$λ_{3}$	0.9668	126.33

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts