ASMPT Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
75.35%
decreased by 0.49%
1 Week
74.60%
decreased by 1.24%
1 Month
71.86%
decreased by 3.98%
Analysis last updated: Friday, June 12, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 8.6482 | 5.64 | |
| 0.0545 | 26.87 | |
| 0.9838 | 348.99 | |
| 4.1037 | 10.23 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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