V-Lab: Ascension Properties Ltd GARCH Volatility Analysis

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V-Lab

Ascension Properties Ltd GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 19th, 2017:67.32% (-0.43%)

Analysis last updated: Monday, March 1, 2021 at 06:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7336	1.17
$α$	0.0529	5.82
$β$	0.9471	116.53

Estimation Period:
Jun 12, 2012 to Apr 13, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts