Pha Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.00% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3351 | 17.22 | |
| 0.0840 | 17.63 | |
| 0.8597 | 168.43 | |
| 0.0220 | 2.41 |
Estimation Period:
Aug 12, 2003 to Feb 6, 2026
Aug 12, 2003 to Feb 6, 2026
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