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Asia Sermkij Leasing Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.46% (+7.84%)
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 SGARCH
paramt-stat
ω0.63052.67
α0.11405.45
β0.804620.95
γ1-0.5770-1.88
γ20.86161.95
γ3-0.5315-1.81
γ40.43611.63
γ5-0.3986-1.38
γ60.60682.13
γ7-0.6860-2.84
γ80.32491.41
γ9-0.0464-0.13
Estimation Period:
Feb 19, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts