Internet Thailand PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.09% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9086 | 4.22 | |
| 0.0731 | 4.46 | |
| 0.9112 | 58.17 | |
| 0.1186 | 1.07 | |
| -0.2120 | -1.18 | |
| 0.1430 | 1.16 | |
| -0.1743 | -1.90 | |
| 0.3365 | 3.14 | |
| -0.3908 | -2.76 | |
| 0.2462 | 2.23 |
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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