Ch Karnchang Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:51.72% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6625 | 7.02 | |
| 0.1199 | 7.46 | |
| 0.8414 | 42.66 | |
| -0.0189 | -3.56 | |
| 0.0194 | 2.32 | |
| 0.0126 | 1.55 |
Estimation Period:
Aug 23, 1995 to Feb 6, 2026
Aug 23, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ch Karnchang Pcl Analyses
Other Spline-GARCH Analyses on International Equities