PIE Siam Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.18% (-4.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0034 | 6.10 | |
| 0.0016 | 0.09 | |
| 0.6727 | 17.29 | |
| 0.2554 | 2.86 |
Estimation Period:
Jan 22, 2025 to Feb 6, 2026
Jan 22, 2025 to Feb 6, 2026
News Impact Curve
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