Ch Karnchang Pcl GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.07% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1477 | 19.21 | |
| 0.0977 | 16.40 | |
| 0.8723 | 227.33 | |
| 0.0364 | 4.02 |
Estimation Period:
Aug 23, 1995 to Feb 6, 2026
Aug 23, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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