PIE Siam Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.65% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7485 | 2.85 | |
| 0.0875 | 4.06 | |
| 0.7659 | 11.15 |
Estimation Period:
Jan 22, 2025 to Feb 6, 2026
Jan 22, 2025 to Feb 6, 2026
News Impact Curve
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