Pha Lai Thermal Power GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.43% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1336 | 19.80 | |
| 0.1062 | 13.96 | |
| 0.8898 | 287.32 | |
| -0.0467 | -3.93 |
Estimation Period:
Jan 28, 2008 to Feb 6, 2026
Jan 28, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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