Airports OF Thailand PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:51.49% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8459 | 3.38 | |
| 0.1280 | 4.76 | |
| 0.7724 | 17.91 | |
| 0.2908 | 1.63 | |
| -0.5032 | -2.17 | |
| 0.2297 | 1.24 | |
| 0.0528 | 0.29 | |
| -0.1967 | -1.35 | |
| 0.1547 | 1.22 | |
| 0.2303 | 1.72 | |
| -0.7080 | -4.65 | |
| 0.8667 | 5.16 | |
| -0.3988 | -1.62 |
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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