Bank of Ayudhya PCL MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.38% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1635 | 25.67 | |
| 0.7091 | 95.89 | |
| 0.0647 | 5.99 | |
| 0.0120 | 5.46 | |
| 0.0204 | 6.84 | |
| 0.9781 | 281.37 |
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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