Pluk Phak Praw RAK MAE Publi GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.15% (-3.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.72 | |
| 1.0138 | 8.66 | |
| 0.3018 | 3.18 | |
| -0.8257 | -7.39 |
Estimation Period:
Oct 4, 2024 to Feb 6, 2026
Oct 4, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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