V-Lab
Bank of Ayudhya PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:22.52% (+2.97%)
Analysis last updated: Saturday, April 20, 2024 at 09:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1215 | 17.34 | |
| 0.1451 | 23.52 | |
| 0.8411 | 236.26 | |
| 0.0276 | 2.15 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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