ASMPT Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
57.23%
increased by 2.71%
1 Week
56.73%
increased by 2.21%
1 Month
55.48%
increased by 0.96%
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 | |
|---|---|---|
| 1.0205 | 5.54 | |
| 0.0637 | 6.67 | |
| 0.8604 | 33.09 | |
| 0.0117 | 0.26 | |
| 0.0455 | 0.75 | |
| -0.1812 | -5.47 | |
| 0.2506 | 8.07 | |
| -0.2278 | -6.93 | |
| 0.1637 | 4.97 | |
| -0.0740 | -2.22 | |
| 0.0217 | 0.59 | |
| -0.0245 | -0.78 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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