Italian-Thai Development PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:81.01% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6334 | 3.47 | |
| 0.0562 | 5.98 | |
| 0.9267 | 69.27 | |
| -0.0577 | -1.88 | |
| 0.0743 | 1.64 | |
| -0.0453 | -1.57 | |
| 0.0810 | 3.32 | |
| -0.0796 | -4.50 |
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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