Dusit Thani PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.80% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8483 | 5.48 | |
| 0.1867 | 1.55 | |
| 0.0691 | 0.39 | |
| 1.2720 | 0.39 | |
| 1.8345 | 0.29 | |
| -12.7919 | -1.59 |
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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