Peace & Living Public Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.83% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1033 | 7.46 | |
| 0.0912 | 6.77 | |
| 0.8892 | 114.70 | |
| 0.0004 | 0.02 |
Estimation Period:
Feb 10, 2022 to Feb 6, 2026
Feb 10, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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