ASMPT Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
60.62%
decreased by 5.02%
1 Week
60.36%
decreased by 5.28%
1 Month
60.88%
decreased by 4.76%
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 | |
|---|---|---|
| 36 | ||
| 0.1655 | 8.34 | |
| 0.1205 | 2.30 | |
| -0.0316 | -2.78 | |
| 1.1034 | 0.23 | |
| 0.3698 | 0.26 | |
| 0.4984 | 0.24 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other MF2-GARCH Analyses on International Equities