ASMPT Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
64.87%
increased by 6.30%
1 Week
61.29%
increased by 2.72%
1 Month
58.25%
decreased by 0.32%
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 | |
|---|---|---|
| 36 | ||
| 0.1645 | 8.32 | |
| 0.1241 | 2.35 | |
| -0.0308 | -2.73 | |
| 1.0962 | 0.23 | |
| 0.3663 | 0.26 | |
| 0.5025 | 0.25 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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