V-Lab: ASF Group Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

ASF Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.68% (-0.96%)

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
$ω$	2.2812	2.63
$α$	0.2195	7.14
$β$	0.7421	13.78
$γ_{1}$	0.1110	0.41
$γ_{2}$	-0.2862	-0.87
$γ_{3}$	0.6205	3.09
$γ_{4}$	-0.9696	-3.87
$γ_{5}$	1.0113	3.70
$γ_{6}$	-1.0468	-3.48
$γ_{7}$	0.8804	3.78

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts