V-Lab: Srinanaporn Marketing Pcl MF2-GARCH Volatility Analysis

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Srinanaporn Marketing Pcl MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:19.77% (-0.10%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0000	0.01
$β$	0.8922	58.23
$γ$	0.0655	10.45
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0046	0.51
$λ_{3}$	0.9938	79.45

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts