Thai OIL PCL EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.70% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0400 | 7.29 | |
| 0.1129 | 26.38 | |
| 0.9790 | 570.51 | |
| -0.0485 | -7.46 |
Estimation Period:
Oct 26, 2004 to Feb 6, 2026
Oct 26, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities