Asia Sermkij Leasing Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.46% (+7.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6305 | 2.67 | |
| 0.1140 | 5.45 | |
| 0.8046 | 20.95 | |
| -0.5770 | -1.88 | |
| 0.8616 | 1.95 | |
| -0.5315 | -1.81 | |
| 0.4361 | 1.63 | |
| -0.3986 | -1.38 | |
| 0.6068 | 2.13 | |
| -0.6860 | -2.84 | |
| 0.3249 | 1.41 | |
| -0.0464 | -0.13 |
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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