CIMB Thai Bank PCL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:40.82% (+10.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 64.1757 | 6.07 | |
| 0.1229 | 129.08 | |
| 0.9977 | 2,850.64 | |
| 3.2499 | 93.97 |
Estimation Period:
Jan 11, 1990 to Jun 2, 2025
Jan 11, 1990 to Jun 2, 2025
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