Fountain SET Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.09% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0435 | 10.18 | |
| 0.0418 | 16.52 | |
| 0.9435 | 408.25 | |
| 0.0213 | 4.65 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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