Internet Thailand PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.93% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9173 | 4.22 | |
| 0.0733 | 4.44 | |
| 0.9111 | 57.64 | |
| 0.1249 | 1.13 | |
| -0.2219 | -1.24 | |
| 0.1493 | 1.21 | |
| -0.1809 | -1.96 | |
| 0.3473 | 3.08 | |
| -0.4097 | -2.63 | |
| 0.2858 | 1.78 |
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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