Thai Polycons PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:77.18% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0399 | 10.65 | |
| 0.0378 | 10.29 | |
| 0.9628 | 272.29 | |
| -0.0086 | -2.30 |
Estimation Period:
Mar 4, 2009 to Feb 6, 2026
Mar 4, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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