Italian-Thai Development PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:82.82% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0477 | 6.41 | |
| 0.0296 | 15.43 | |
| 0.9557 | 588.15 | |
| 0.0288 | 6.39 |
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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