PIE Siam Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.13% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4324 | 2.96 | |
| 0.1161 | 1.05 | |
| 0.4036 | 2.11 | |
| 2.8825 | 1.02 |
Estimation Period:
Jan 22, 2025 to Feb 6, 2026
Jan 22, 2025 to Feb 6, 2026
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