Italian-Thai Development PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:96.47% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7910 | 6.99 | |
| 0.0545 | 6.04 | |
| 0.9284 | 73.38 | |
| -0.0131 | -1.64 | |
| 0.0096 | 0.69 | |
| 0.0363 | 2.56 |
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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