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V-Lab

ASMPT Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:51.06% (-1.28%)
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 SGARCH
paramt-stat
ω1.00675.54
α0.06686.49
β0.848629.20
γ1-0.0003-0.01
γ20.06981.13
γ3-0.2062-6.22
γ40.27278.70
γ5-0.2415-7.27
γ60.16645.06
γ7-0.0665-1.90
γ80.00530.12
γ90.00940.15
Estimation Period:
Jan 2, 1990 to Feb 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts