Charoen Pokphand Enterprises GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.69% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0676 | 13.55 | |
| 0.0915 | 24.99 | |
| 0.9057 | 400.74 | |
| -0.0120 | -1.80 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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