Siam Wellness Group GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.96% (+2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0421 | 7.36 | |
| 0.0156 | 8.65 | |
| 0.9655 | 469.61 | |
| 0.0217 | 4.81 |
Estimation Period:
Nov 3, 2014 to Feb 6, 2026
Nov 3, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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