Bank of Ayudhya PCL MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.69% (-3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1634 | 25.75 | |
| 0.7087 | 95.68 | |
| 0.0653 | 6.05 | |
| 0.0124 | 5.52 | |
| 0.0205 | 6.78 | |
| 0.9779 | 276.95 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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