Supalai PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.00% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7463 | 7.43 | |
| 0.1076 | 8.09 | |
| 0.8344 | 39.47 | |
| -0.0508 | -6.33 | |
| 0.0648 | 5.66 | |
| -0.0125 | -1.80 | |
| 0.0003 | 0.06 |
Estimation Period:
Jan 17, 1994 to Feb 6, 2026
Jan 17, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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