Thai OIL PCL MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.03% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0261 | 6.01 | |
| 0.8791 | 134.93 | |
| 0.0818 | 11.77 | |
| 0.0549 | 1.87 | |
| 0.0214 | 1.44 | |
| 0.9675 | 46.14 |
Estimation Period:
Oct 26, 2004 to Feb 6, 2026
Oct 26, 2004 to Feb 6, 2026
News Impact Curve
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