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

V-Lab

Sriracha Construction Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:55.30% (-2.82%)

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
$ω$	1.2453	3.22
$α$	0.1868	3.84
$β$	0.6471	8.03
$γ_{1}$	-0.7455	-1.27
$γ_{2}$	1.0221	1.27
$γ_{3}$	0.5155	1.09
$γ_{4}$	-2.1545	-4.53
$γ_{5}$	2.6407	4.25
$γ_{6}$	-1.7332	-2.10
$γ_{7}$	0.1151	0.14
$γ_{8}$	0.3560	0.51
$γ_{9}$	0.6342	1.22
$γ_{10}$	-1.0722	-3.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts