PBT Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:72.54% (-9.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3860 | 5.07 | |
| 0.1861 | 6.55 | |
| 0.6750 | 18.56 | |
| 0.0536 | 0.66 | |
| -0.0434 | -0.34 | |
| -0.0393 | -0.41 | |
| 0.0749 | 0.86 | |
| -0.0011 | -0.02 | |
| -0.3150 | -4.45 | |
| 0.5416 | 5.75 | |
| -0.3388 | -2.90 | |
| -0.0111 | -0.11 | |
| 0.1323 | 2.03 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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