CIMB Thai Bank PCL AGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:145.48% (+117.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4029 | 11.96 | |
| 0.2677 | 31.00 | |
| 0.7137 | 127.68 | |
| -0.8920 | -9.89 |
Estimation Period:
Jan 11, 1990 to Jun 2, 2025
Jan 11, 1990 to Jun 2, 2025
News Impact Curve
Volatility Forecasts
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