Italian-Thai Development PCL GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:78.07% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0554 | 11.05 | |
| 0.0444 | 31.02 | |
| 0.9543 | 572.48 |
Estimation Period:
Sep 23, 1994 to Feb 13, 2026
Sep 23, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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