Italian-Thai Development PCL MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:68.91% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0997 | 21.36 | |
| 0.6725 | 37.91 | |
| 0.0584 | 6.11 | |
| 0.0880 | 1.73 | |
| 0.0513 | 2.81 | |
| 0.9450 | 47.50 |
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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