Thai OIL PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.56% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1377 | 15.33 | |
| 0.0359 | 10.68 | |
| 0.9076 | 304.15 | |
| 0.0589 | 5.32 |
Estimation Period:
Oct 26, 2004 to Feb 6, 2026
Oct 26, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities