V-Lab: Asia Cement Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Asia Cement Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:18.23% (-0.12%)

Analysis last updated: Saturday, May 4, 2024 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7145	5.13
$α$	0.1149	3.13
$β$	0.7136	9.12
$γ_{1}$	-0.3289	-0.61
$γ_{2}$	-0.2701	-0.33
$γ_{3}$	2.2443	4.35
$γ_{4}$	-3.5445	-9.24
$γ_{5}$	3.0901	5.97
$γ_{6}$	-1.4745	-3.08
$γ_{7}$	-0.1982	-0.36
$γ_{8}$	0.8477	0.99

Estimation Period:
Nov 6, 2013 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts