Airports OF Thailand PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.88% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 13.14 | |
| 0.0562 | 15.97 | |
| 0.9117 | 295.05 | |
| 0.0543 | 7.01 |
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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