Internet Thailand PCL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.95% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.7569 | 3.08 | |
| 0.0787 | 46.76 | |
| 0.9856 | 216.42 | |
| 2.6223 | 40.23 |
Estimation Period:
Jan 25, 2002 to Feb 13, 2026
Jan 25, 2002 to Feb 13, 2026
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