V-Lab: Sriracha Construction GAS-GARCH Student T Volatility Analysis

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Sriracha Construction GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:49.12% (+5.70%)

Analysis last updated: Sunday, December 14, 2025 at 05:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	20.1547	2.88
$α$	0.1179	34.16
$β$	0.9622	73.19
$ν$	2.2453	62.51

Estimation Period:
Jul 2, 2012 to Dec 12, 2025