ASMPT Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:51.06% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0067 | 5.54 | |
| 0.0668 | 6.49 | |
| 0.8486 | 29.20 | |
| -0.0003 | -0.01 | |
| 0.0698 | 1.13 | |
| -0.2062 | -6.22 | |
| 0.2727 | 8.70 | |
| -0.2415 | -7.27 | |
| 0.1664 | 5.06 | |
| -0.0665 | -1.90 | |
| 0.0053 | 0.12 | |
| 0.0094 | 0.15 |
Estimation Period:
Jan 2, 1990 to Feb 16, 2026
Jan 2, 1990 to Feb 16, 2026
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