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V-Lab

Ptt Exploration & Production Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.73% (-1.33%)
Analysis last updated: Sunday, February 15, 2026 at 03:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ptt Exploration & Production SGARCH
paramt-stat
ω1.72186.54
α0.08066.06
β0.871146.91
γ10.23264.17
γ2-0.3977-4.48
γ30.24353.25
γ4-0.0517-0.66
γ5-0.1249-1.83
γ60.18942.76
γ7-0.1276-1.93
γ80.06311.09
γ9-0.0689-1.17
γ100.11591.43
Estimation Period:
Jun 18, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts