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Asia Sermkij Leasing Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.71% (+7.77%)
Analysis last updated: Sunday, February 15, 2026 at 02:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Asia Sermkij Leasing Pcl S0GARCH
paramt-stat
ω0.63992.71
α0.11395.44
β0.805120.95
γ1-0.5586-1.83
γ20.83151.89
γ3-0.5096-1.74
γ40.41801.56
γ5-0.3843-1.33
γ60.59522.10
γ7-0.6740-2.90
γ80.30721.78
γ9-0.0102-0.09
Estimation Period:
Feb 19, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts