PTT Global Chemical PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.46% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0516 | 11.37 | |
| 0.0393 | 11.49 | |
| 0.9249 | 402.99 | |
| 0.0493 | 5.93 |
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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