CIMB Thai Bank PCL GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:249.13% (+217.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5372 | 14.65 | |
| 0.2357 | 25.55 | |
| 0.7414 | 106.52 |
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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