Susco Public Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.20% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9486 | 4.67 | |
| 0.1159 | 8.66 | |
| 0.8482 | 50.16 | |
| 0.0880 | 4.52 | |
| -0.1541 | -5.47 | |
| 0.1188 | 5.84 | |
| -0.0931 | -4.12 | |
| 0.0651 | 2.52 | |
| -0.0285 | -1.46 |
Estimation Period:
Sep 6, 1990 to Feb 13, 2026
Sep 6, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Susco Public Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities