Indo Thai Securities Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.44% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8431 | 8.29 | |
| 0.1159 | 9.90 | |
| 0.8340 | 51.01 | |
| -0.0361 | -3.35 |
Estimation Period:
Nov 3, 2011 to Feb 6, 2026
Nov 3, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Indo Thai Securities Ltd Analyses
Other GJR-GARCH Analyses on International Equities