Indo Thai Securities Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.09% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1317 | 3.23 | |
| 0.1307 | 3.60 | |
| 0.7985 | 9.34 | |
| -0.0097 | -1.47 |
Estimation Period:
Nov 3, 2011 to Feb 6, 2026
Nov 3, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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