Asia Sermkij Leasing Pcl GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.13% (+9.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0973 | 10.61 | |
| 0.1401 | 12.64 | |
| 0.8694 | 155.83 | |
| -0.0478 | -3.37 |
Estimation Period:
Feb 19, 2007 to Feb 13, 2026
Feb 19, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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