Siam Wellness Group GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
34.09%
decreased by 0.18%
1 Week
34.14%
decreased by 0.13%
1 Month
34.29%
increased by 0.02%
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 | |
|---|---|---|
| 0.0445 | 8.06 | |
| 0.0207 | 9.63 | |
| 0.9632 | 443.65 | |
| 0.0155 | 3.23 |
Estimation Period:
Nov 3, 2014 to May 15, 2026
Nov 3, 2014 to May 15, 2026
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