Thai OIL PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.36% (+1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7805 | 5.47 | |
| 0.0711 | 6.01 | |
| 0.8830 | 47.86 | |
| -0.0639 | -1.29 | |
| 0.0512 | 0.70 | |
| 0.0640 | 1.54 | |
| -0.0989 | -3.02 | |
| 0.1459 | 4.09 |
Estimation Period:
Oct 26, 2004 to Feb 6, 2026
Oct 26, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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