Bank of Ayudhya PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.05% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1026 | 17.17 | |
| 0.1376 | 24.38 | |
| 0.8495 | 254.95 | |
| 0.0259 | 2.21 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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