V-Lab: Srinanaporn Marketing Pcl GJR-GARCH Volatility Analysis

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V-Lab

Srinanaporn Marketing Pcl GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:29.68% (-0.48%)

Analysis last updated: Friday, February 13, 2026 at 11:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2108	8.48
$α$	0.0640	4.83
$β$	0.9024	115.36
$γ$	-0.0202	-1.17

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

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Volatility Forecasts