V-Lab: Sriracha Construction MF2-GARCH Volatility Analysis

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Sriracha Construction MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:26.60% (+1.51%)

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
$m$	91
$α$	0.2456	12.08
$β$	0.6234	24.98
$γ$	-0.0457	-1.73
$λ_{1}$	0.5475	0.98
$λ_{2}$	0.2536	1.06
$λ_{3}$	0.6756	2.10

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

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