Airports OF Thailand PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.40% (-3.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8232 | 3.37 | |
| 0.1301 | 4.82 | |
| 0.7705 | 18.20 | |
| 0.2653 | 1.49 | |
| -0.4685 | -2.03 | |
| 0.2192 | 1.17 | |
| 0.0489 | 0.27 | |
| -0.1826 | -1.25 | |
| 0.1333 | 1.05 | |
| 0.2636 | 1.96 | |
| -0.7689 | -5.16 | |
| 0.9931 | 6.88 | |
| -0.7286 | -6.15 |
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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