Airports OF Thailand PCL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.20% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8228 | 4.47 | |
| 0.0680 | 59.54 | |
| 0.9935 | 730.50 | |
| 3.7804 | 26.62 |
Estimation Period:
Mar 12, 2004 to Feb 13, 2026
Mar 12, 2004 to Feb 13, 2026
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