Peerapat Technology Public C GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.14% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2974 | 6.92 | |
| 0.0505 | 6.43 | |
| 0.9252 | 138.52 | |
| -0.0164 | -1.64 |
Estimation Period:
Oct 20, 2020 to Feb 6, 2026
Oct 20, 2020 to Feb 6, 2026
News Impact Curve
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