Ptt Exploration & Production GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.35% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0865 | 15.27 | |
| 0.0711 | 17.06 | |
| 0.9085 | 280.22 | |
| 0.0174 | 2.42 |
Estimation Period:
Jun 18, 1993 to Feb 6, 2026
Jun 18, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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