Supalai PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.65% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7311 | 7.49 | |
| 0.1081 | 8.06 | |
| 0.8309 | 38.21 | |
| -0.0528 | -6.65 | |
| 0.0689 | 6.01 | |
| -0.0191 | -2.42 | |
| 0.0170 | 1.54 |
Estimation Period:
Jan 17, 1994 to Feb 6, 2026
Jan 17, 1994 to Feb 6, 2026
News Impact Curve
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