Ditto (Thailand) Public Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.08% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2741 | 4.90 | |
| 0.0425 | 1.65 | |
| 0.7473 | 3.72 | |
| 17.6176 | 5.40 | |
| -28.8427 | -5.70 | |
| 17.3577 | 4.87 | |
| -9.6313 | -3.08 | |
| 4.0010 | 1.53 | |
| 2.0960 | 1.04 | |
| -4.7944 | -2.14 | |
| 1.1705 | 0.45 | |
| 2.4082 | 1.25 |
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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