Asia Sermkij Leasing Pcl MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.32% (+9.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1333 | 18.84 | |
| 0.8726 | 123.51 | |
| -0.0368 | -4.25 | |
| 7.3967 | 0.19 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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