Internet Thailand PCL EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.25% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0380 | 10.00 | |
| 0.1132 | 20.01 | |
| 0.9889 | 855.42 | |
| 0.0371 | 6.70 |
Estimation Period:
Jan 25, 2002 to Feb 6, 2026
Jan 25, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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