I&I Group Public Company Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.16% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5949 | 11.41 | |
| 0.2091 | 5.71 | |
| 0.5576 | 18.61 | |
| 0.0832 | 1.90 |
Estimation Period:
Aug 6, 2020 to Feb 6, 2026
Aug 6, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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