Italian-Thai Development PCL EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:72.39% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 7.49 | |
| 0.0867 | 15.71 | |
| 0.9944 | 1,092.77 | |
| -0.0201 | -5.44 |
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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