V-Lab: ASF Group Ltd APARCH Volatility Analysis

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V-Lab

ASF Group Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:43.30% (-0.32%)

Analysis last updated: Friday, May 3, 2024 at 05:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5805	5.78
$α$	0.1105	16.74
$β$	0.8895	139.07
$γ$	0.2387	3.26
$δ$	1.7635	22.22

Estimation Period:
Jan 4, 1996 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts