ASMPT Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
62.63%
decreased by 0.60%
1 Week
62.35%
decreased by 0.88%
1 Month
61.32%
decreased by 1.91%
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 | |
|---|---|---|
| 0.0906 | 14.23 | |
| 0.0372 | 18.21 | |
| 0.9489 | 562.48 | |
| 0.0073 | 1.97 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other GJR-GARCH Analyses on International Equities