Bank of Ayudhya PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.21% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1024 | 17.16 | |
| 0.1374 | 24.38 | |
| 0.8496 | 255.14 | |
| 0.0259 | 2.22 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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