Ditto (Thailand) Public Co AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:62.79% (-8.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3907 | 12.23 | |
| 0.1861 | 22.20 | |
| 0.7100 | 67.53 | |
| 0.4502 | 2.47 |
Estimation Period:
May 6, 2021 to Feb 6, 2026
May 6, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ditto (Thailand) Public Co Analyses
Other AGARCH Analyses on International Equities