V-Lab: Asahi Group Holdings Ltd MF2-GARCH Volatility Analysis

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V-Lab

Asahi Group Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:18.64% (-0.28%)

Analysis last updated: Thursday, May 9, 2024 at 02:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0562	16.58
$β$	0.7545	92.88
$γ$	0.0880	14.68
$λ_{1}$	0.7290	0.61
$λ_{2}$	0.7236	0.62
$λ_{3}$	0.0000	0.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts