Spvi Public Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.96% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3928 | 8.09 | |
| 0.0760 | 7.80 | |
| 0.9021 | 103.46 | |
| -0.0207 | -1.22 |
Estimation Period:
Dec 19, 2013 to Feb 6, 2026
Dec 19, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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