Pruksa Holding Public Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.48% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0790 | 17.38 | |
| 0.0659 | 15.69 | |
| 0.9040 | 312.05 | |
| 0.0382 | 4.42 |
Estimation Period:
Dec 7, 2005 to Feb 6, 2026
Dec 7, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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