ASMPT Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
63.05%
decreased by 1.45%
1 Week
61.77%
decreased by 2.73%
1 Month
58.40%
decreased by 6.10%
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 | |
|---|---|---|
| 1.0218 | 5.55 | |
| 0.0631 | 6.70 | |
| 0.8624 | 33.81 | |
| 0.0127 | 0.29 | |
| 0.0436 | 0.72 | |
| -0.1797 | -5.42 | |
| 0.2498 | 8.04 | |
| -0.2280 | -6.94 | |
| 0.1651 | 5.00 | |
| -0.0760 | -2.28 | |
| 0.0239 | 0.66 | |
| -0.0261 | -0.84 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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