Ch Karnchang Pcl MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.15% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.1072 | 20.04 | |
| 0.8285 | 114.59 | |
| 0.0402 | 6.40 | |
| 0.0491 | 6.55 | |
| 0.0267 | 5.47 | |
| 0.9676 | 163.12 |
Estimation Period:
Aug 23, 1995 to Feb 13, 2026
Aug 23, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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