Italian-Thai Development PCL AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:80.37% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 1.33 | |
| 0.0507 | 37.20 | |
| 0.9473 | 573.45 | |
| 0.9290 | 7.12 |
Estimation Period:
Sep 23, 1994 to Feb 6, 2026
Sep 23, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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