Srinanaporn Marketing Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.57% (+2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2630 | 6.45 | |
| 0.0370 | 1.82 | |
| 0.8718 | 11.70 | |
| -0.0255 | -0.55 |
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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