Internet Thailand PCL GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.57% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 13.88 | |
| 0.0459 | 18.73 | |
| 0.9523 | 445.84 |
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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