Supalai PCL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.17% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.9466 | 5.74 | |
| 0.0530 | 87.24 | |
| 0.9978 | 3,108.45 | |
| 4.0427 | 42.12 |
Estimation Period:
Jan 17, 1994 to Feb 6, 2026
Jan 17, 1994 to Feb 6, 2026
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