Central Pattana PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.40% (+2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6625 | 3.37 | |
| 0.0912 | 8.89 | |
| 0.8763 | 67.08 | |
| -0.1677 | -3.18 | |
| 0.2631 | 3.68 | |
| -0.1583 | -5.00 | |
| 0.0967 | 3.17 | |
| -0.0375 | -1.16 | |
| 0.0094 | 0.21 |
Estimation Period:
Mar 1, 1995 to Jan 30, 2026
Mar 1, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Central Pattana PCL Analyses
Other Spline-GARCH Analyses on International Equities