V-Lab: Sriracha Construction Asy. MEM Volatility Analysis

V-Lab

Sriracha Construction Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, June 4th, 2025:80.25% (+2.25%)

Analysis last updated: Tuesday, June 3, 2025 at 04:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3444	15.08
$α$	0.1856	18.89
$β$	0.7729	101.79
$γ$	0.0023	0.14

Estimation Period:
Jul 2, 2012 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts