V-Lab: Srinanaporn Marketing Pcl APARCH Volatility Analysis

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Srinanaporn Marketing Pcl APARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:30.13% (+2.78%)

Analysis last updated: Thursday, February 12, 2026 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5061	4.57
$α$	0.0336	5.53
$β$	0.8857	95.31
$γ$	-0.1186	-3.47
$δ$	2.8461	13.33

Estimation Period:
Jul 20, 2021 to Feb 6, 2026

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts