V-Lab: ASF Group Ltd MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

ASF Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:33.16% (-0.71%)

Analysis last updated: Friday, May 3, 2024 at 05:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.2516	9.96
$β$	0.6787	27.50
$γ$	0.0438	1.45
$λ_{1}$	4.9570	1.24
$λ_{2}$	0.2754	1.32
$λ_{3}$	0.7246	3.67

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts