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Aseana Properties Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:72.21% (-5.42%)
Analysis last updated: Tuesday, October 21, 2025 at 11:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aseana Properties Ltd S0GARCH
paramt-stat
ω0.35651.65
α0.10043.28
β0.812810.90
γ16.31840.86
γ2-7.1466-0.71
γ3-5.1337-0.97
γ49.52531.76
γ5-3.2992-0.62
γ6-3.6425-0.73
γ710.64261.99
γ8-16.2348-2.19
γ916.39331.84
γ10-10.3475-1.65
Estimation Period:
Apr 9, 2007 to Jun 6, 2025
Impact of return on volatility tomorrow
Volatility Forecasts