Srinanaporn Marketing Pcl GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.65% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.7595 | 10.10 | |
| 0.0347 | 27.80 | |
| 0.9990 | 2,195.60 | |
| 4.1358 | 16.12 |
Estimation Period:
Jul 20, 2021 to Feb 6, 2026
Jul 20, 2021 to Feb 6, 2026
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