PTT Global Chemical PCL EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.84% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 7.58 | |
| 0.1229 | 28.55 | |
| 0.9870 | 777.80 | |
| -0.0417 | -8.38 |
Estimation Period:
Oct 20, 2011 to Feb 6, 2026
Oct 20, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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