Ditto (Thailand) Public Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.06% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3275 | 6.64 | |
| 0.0660 | 6.81 | |
| 0.9006 | 146.87 | |
| 0.0166 | 0.76 |
Estimation Period:
May 6, 2021 to Feb 6, 2026
May 6, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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