PBT Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:97.51% (-7.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3850 | 5.27 | |
| 0.2053 | 6.77 | |
| 0.6102 | 14.99 | |
| 0.0627 | 0.82 | |
| -0.0508 | -0.42 | |
| -0.0478 | -0.54 | |
| 0.0859 | 1.07 | |
| -0.0018 | -0.03 | |
| -0.3205 | -4.91 | |
| 0.5284 | 6.19 | |
| -0.2738 | -2.52 | |
| -0.1852 | -1.79 | |
| 0.5845 | 5.40 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PBT Holdings Ltd Analyses
Other Spline-GARCH Analyses on International Equities