Charoen Pokphand Foods PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.51% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1005 | 17.22 | |
| 0.0736 | 16.60 | |
| 0.9030 | 272.56 | |
| 0.0097 | 1.45 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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