Airports OF Thailand PCL EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.89% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0325 | 11.89 | |
| 0.1514 | 28.32 | |
| 0.9855 | 793.51 | |
| -0.0360 | -6.07 |
Estimation Period:
Mar 12, 2004 to Feb 13, 2026
Mar 12, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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