Ditto (Thailand) Public Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.85% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3010 | 5.04 | |
| 0.0392 | 1.55 | |
| 0.7432 | 3.41 | |
| 18.0456 | 5.60 | |
| -29.4974 | -5.91 | |
| 17.7177 | 5.05 | |
| -9.8153 | -3.18 | |
| 4.0021 | 1.56 | |
| 2.3476 | 1.17 | |
| -5.4696 | -2.33 | |
| 2.7121 | 0.85 | |
| -1.4985 | -0.31 |
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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