Siam Wellness Group Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
33.71%
decreased by 0.04%
1 Week
33.77%
increased by 0.02%
1 Month
33.99%
increased by 0.24%
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 | |
|---|---|---|
| 0.9119 | 5.16 | |
| 0.0287 | 4.20 | |
| 0.9626 | 104.00 | |
| -0.0010 | -0.34 |
Estimation Period:
Nov 3, 2014 to May 15, 2026
Nov 3, 2014 to May 15, 2026
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