AEON Thana Sinsap Thailand PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.70% (+2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0803 | 11.22 | |
| 0.0579 | 14.94 | |
| 0.9211 | 325.94 | |
| 0.0147 | 2.02 |
Estimation Period:
Dec 11, 2001 to Feb 6, 2026
Dec 11, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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