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ASMPT Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:48.47% (-1.33%)
Analysis last updated: Tuesday, February 17, 2026 at 09:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ASMPT Ltd S0GARCH
paramt-stat
ω1.01485.50
α0.06516.61
β0.856031.64
γ10.00670.15
γ20.05550.90
γ3-0.1909-5.70
γ40.25668.09
γ5-0.2269-6.77
γ60.15614.73
γ7-0.0631-1.87
γ80.01230.33
γ9-0.0190-0.58
Estimation Period:
Jan 2, 1990 to Feb 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts