V-Lab: Sriracha Construction Zero Slope Spline-GARCH Volatility Analysis

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Sriracha Construction Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:36.45% (+1.03%)

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
$ω$	1.1857	3.70
$α$	0.1861	3.81
$β$	0.6407	7.64
$γ_{1}$	-0.8010	-2.57
$γ_{2}$	1.7552	3.84
$γ_{3}$	-1.8075	-5.68
$γ_{4}$	1.6400	5.29
$γ_{5}$	-1.3086	-3.76
$γ_{6}$	0.5046	1.43
$γ_{7}$	0.3303	1.20
$γ_{8}$	-0.4766	-2.81

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

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Volatility Forecasts

Volatility Forecasts