Ch Karnchang Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.43% (-3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5568 | 5.57 | |
| 0.1221 | 7.22 | |
| 0.8391 | 41.03 | |
| -0.0520 | -3.44 | |
| 0.0585 | 2.56 | |
| -0.0185 | -1.12 | |
| 0.0319 | 2.35 | |
| -0.0275 | -2.85 |
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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