Charoen Pokphand Foods PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.43% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5490 | 7.39 | |
| 0.0961 | 7.52 | |
| 0.8512 | 42.69 | |
| 0.0351 | 2.17 | |
| -0.0646 | -2.50 | |
| 0.0586 | 2.93 | |
| -0.0445 | -2.64 | |
| 0.0108 | 0.71 | |
| 0.0389 | 1.74 |
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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