Polyplex (Thailand) Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.96% (+4.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8746 | 4.86 | |
| 0.0732 | 5.62 | |
| 0.8641 | 34.72 | |
| -0.0662 | -1.41 | |
| 0.1256 | 1.81 | |
| -0.1245 | -2.63 | |
| 0.1289 | 2.69 | |
| -0.1518 | -2.03 |
Estimation Period:
Dec 14, 2004 to Feb 6, 2026
Dec 14, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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