Supalai PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.41% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 17.84 | |
| 0.0725 | 17.79 | |
| 0.9244 | 443.36 | |
| 0.0063 | 1.07 |
Estimation Period:
Jan 17, 1994 to Feb 6, 2026
Jan 17, 1994 to Feb 6, 2026
News Impact Curve
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