V-Lab: Bank of Ayudhya PCL GAS-GARCH Student T Volatility Analysis

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V-Lab

Bank of Ayudhya PCL GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:15.70% (-0.91%)

Analysis last updated: Saturday, May 18, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.0669	6.08
$α$	0.0998	65.95
$β$	0.9899	612.96
$ν$	4	28.34

Estimation Period:
Jan 1, 1990 to May 17, 2024