ASMPT Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
61.26%
decreased by 1.42%
1 Week
61.01%
decreased by 1.67%
1 Month
60.07%
decreased by 2.61%
Analysis last updated: Saturday, June 13, 2026 at 08:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0904 | 14.22 | |
| 0.0373 | 18.28 | |
| 0.9489 | 563.14 | |
| 0.0072 | 1.95 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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