Supalai PCL EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.77% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 13.58 | |
| 0.0642 | 35.87 | |
| 0.9989 | 5,019.58 | |
| -0.0064 | -2.69 |
Estimation Period:
Jan 17, 1994 to Feb 6, 2026
Jan 17, 1994 to Feb 6, 2026
News Impact Curve
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