Indorama Ventures PCL EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.39% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 10.07 | |
| 0.1152 | 20.77 | |
| 0.9813 | 673.08 | |
| -0.0327 | -6.27 |
Estimation Period:
Feb 5, 2010 to Feb 6, 2026
Feb 5, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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