ASMPT Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:48.47% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0148 | 5.50 | |
| 0.0651 | 6.61 | |
| 0.8560 | 31.64 | |
| 0.0067 | 0.15 | |
| 0.0555 | 0.90 | |
| -0.1909 | -5.70 | |
| 0.2566 | 8.09 | |
| -0.2269 | -6.77 | |
| 0.1561 | 4.73 | |
| -0.0631 | -1.87 | |
| 0.0123 | 0.33 | |
| -0.0190 | -0.58 |
Estimation Period:
Jan 2, 1990 to Feb 16, 2026
Jan 2, 1990 to Feb 16, 2026
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