V-Lab: Sriracha Construction GARCH Volatility Analysis

V-Lab

Sriracha Construction GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:54.28% (-4.77%)

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
$ω$	0.5839	11.37
$α$	0.1984	15.56
$β$	0.7435	53.96

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts