Dusit Thani PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.10% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5344 | 2.91 | |
| 0.2127 | 1.95 | |
| 0.0955 | 0.46 | |
| -35.6855 | -1.60 | |
| 60.5913 | 1.77 | |
| -42.3755 | -1.86 | |
| 37.2626 | 2.27 | |
| -42.1216 | -2.15 | |
| 30.8840 | 1.78 |
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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