Central Pattana PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.04% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6706 | 3.40 | |
| 0.0909 | 8.89 | |
| 0.8768 | 67.39 | |
| -0.1638 | -3.11 | |
| 0.2570 | 3.59 | |
| -0.1542 | -4.87 | |
| 0.0927 | 3.09 | |
| -0.0319 | -1.07 | |
| -0.0018 | -0.09 |
Estimation Period:
Mar 1, 1995 to Feb 6, 2026
Mar 1, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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