PIE Siam Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.19% (-4.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8192 | 7.70 | |
| 0.2033 | 11.94 | |
| 0.5973 | 21.98 | |
| 1.2394 | 11.47 |
Estimation Period:
Jan 22, 2025 to Feb 6, 2026
Jan 22, 2025 to Feb 6, 2026
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