Siam Wellness Group GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
34.28%
increased by 0.90%
1 Week
34.44%
increased by 1.06%
1 Month
35.05%
increased by 1.67%
Analysis last updated: Thursday, May 21, 2026 at 08:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7947 | 3.39 | |
| 0.0371 | 25.27 | |
| 0.9893 | 352.19 | |
| 3.3919 | 9.88 |
Estimation Period:
Nov 3, 2014 to May 15, 2026
Nov 3, 2014 to May 15, 2026
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