Indo Thai Securities Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.93% (-2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0658 | 2.42 | |
| 0.1256 | 3.46 | |
| 0.8045 | 9.04 | |
| -0.0212 | -1.23 | |
| 0.0312 | 1.56 |
Estimation Period:
Nov 3, 2011 to Feb 13, 2026
Nov 3, 2011 to Feb 13, 2026
News Impact Curve
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