Dusit Thani PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.83% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7130 | 3.61 | |
| 0.1129 | 2.64 | |
| 0.8291 | 32.85 | |
| -0.1037 | -2.15 |
Estimation Period:
Jul 15, 2024 to Feb 6, 2026
Jul 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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