V-Lab: Sriracha Construction Spline-GARCH Volatility Analysis

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Sriracha Construction Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:19.71% (-1.11%)

Analysis last updated: Friday, December 12, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1777	3.80
$α$	0.1830	3.87
$β$	0.6368	7.52
$γ_{1}$	-0.8077	-2.65
$γ_{2}$	1.7663	3.94
$γ_{3}$	-1.8096	-5.76
$γ_{4}$	1.6207	5.30
$γ_{5}$	-1.2390	-3.58
$γ_{6}$	0.3266	0.91
$γ_{7}$	0.7425	2.33
$γ_{8}$	-1.5838	-3.98

Estimation Period:
Jul 2, 2012 to Dec 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts