ASMPT Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
60.85%
decreased by 2.66%
1 Week
59.96%
decreased by 3.55%
1 Month
57.66%
decreased by 5.85%
Analysis last updated: Saturday, June 13, 2026 at 09:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0225 | 5.55 | |
| 0.0627 | 6.73 | |
| 0.8639 | 34.43 | |
| 0.0133 | 0.30 | |
| 0.0423 | 0.69 | |
| -0.1782 | -5.36 | |
| 0.2485 | 8.00 | |
| -0.2275 | -6.92 | |
| 0.1655 | 5.00 | |
| -0.0773 | -2.31 | |
| 0.0256 | 0.71 | |
| -0.0275 | -0.89 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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