Internet Thailand PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.06% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0426 | 10.69 | |
| 0.0555 | 14.26 | |
| 0.9553 | 488.39 | |
| -0.0300 | -6.07 |
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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