PTT Global Chemical PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.40% (+2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9834 | 5.84 | |
| 0.0719 | 6.26 | |
| 0.9071 | 72.31 | |
| 0.0120 | 2.16 |
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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