AEON Thana Sinsap Thailand PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.48% (-2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6819 | 3.94 | |
| 0.1276 | 7.03 | |
| 0.7494 | 18.35 | |
| -0.0821 | -0.43 | |
| 0.1848 | 0.61 | |
| -0.2260 | -1.01 | |
| 0.3162 | 1.77 | |
| -0.4526 | -3.06 | |
| 0.5791 | 3.03 | |
| -0.4124 | -1.47 | |
| -0.1220 | -0.41 | |
| 0.5134 | 2.27 | |
| -0.6094 | -2.92 |
Estimation Period:
Dec 11, 2001 to Feb 13, 2026
Dec 11, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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