V-Lab: Srinanaporn Marketing Pcl GARCH Volatility Analysis

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Srinanaporn Marketing Pcl GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:24.76% (-0.07%)

Analysis last updated: Tuesday, February 10, 2026 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2026	8.41
$α$	0.0582	9.81
$β$	0.9005	113.96

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts