Sriracha Construction GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:28.15% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6384 | 12.91 | |
| 0.2328 | 11.60 | |
| 0.7242 | 51.05 | |
| -0.0494 | -1.52 |
Estimation Period:
Jul 2, 2012 to Dec 12, 2025
Jul 2, 2012 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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