PIE Siam Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.71% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2323 | 0.99 | |
| -0.0039 | -0.17 | |
| 0.8443 | 11.19 | |
| -0.2352 | -10.55 |
Estimation Period:
Jan 22, 2025 to Feb 6, 2026
Jan 22, 2025 to Feb 6, 2026
News Impact Curve
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