Gunkul Engineering PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.08% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6084 | 6.88 | |
| 0.0953 | 4.41 | |
| 0.7886 | 17.31 | |
| 0.1163 | 2.51 | |
| -0.2273 | -3.43 | |
| 0.2660 | 5.13 | |
| -0.2624 | -4.50 | |
| 0.1851 | 2.27 |
Estimation Period:
Oct 19, 2010 to Feb 6, 2026
Oct 19, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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