Royal Plus Pcl GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.79% (-3.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2536 | 6.75 | |
| 0.0735 | 5.01 | |
| 0.7128 | 20.47 | |
| 0.0309 | 1.28 |
Estimation Period:
May 20, 2022 to Feb 13, 2026
May 20, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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