V-Lab: Sriracha Construction EGARCH Volatility Analysis

V-Lab

Sriracha Construction EGARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:53.10% (-1.75%)

Analysis last updated: Thursday, June 5, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2459	13.14
$α$	0.3599	22.30
$β$	0.8951	102.17
$γ$	0.0415	2.44

Estimation Period:
Jul 2, 2012 to Jun 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts