Srinanaporn Marketing Pcl EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.74% (+2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 7.95 | |
| 0.1006 | 10.27 | |
| 0.9720 | 297.41 | |
| 0.0124 | 0.99 |
Estimation Period:
Jul 20, 2021 to Feb 6, 2026
Jul 20, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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