Siam Wellness Group MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
33.67%
decreased by 0.74%
1 Week
34.03%
decreased by 0.38%
1 Month
33.62%
decreased by 0.79%
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 | |
|---|---|---|
| 31 | ||
| 0.0189 | 4.75 | |
| 0.7376 | 28.37 | |
| 0.1007 | 12.30 | |
| 0.0766 | 0.59 | |
| 0.0423 | 0.89 | |
| 0.9424 | 13.29 |
Estimation Period:
Nov 3, 2014 to May 15, 2026
Nov 3, 2014 to May 15, 2026
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