ASMPT Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
68.15%
increased by 3.95%
1 Week
67.56%
increased by 3.36%
1 Month
65.41%
increased by 1.21%
Analysis last updated: Thursday, May 21, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 8.6222 | 5.66 | |
| 0.0546 | 26.76 | |
| 0.9836 | 345.84 | |
| 4.0997 | 10.18 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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