Bank of Ayudhya PCL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.05% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.7263 | 6.22 | |
| 0.0953 | 73.51 | |
| 0.9912 | 714.61 | |
| 4.0760 | 33.00 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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