CIMB Thai Bank PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:209.74% (+181.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5636 | 23.67 | |
| 0.4112 | 14.92 | |
| 0.7100 | 121.31 | |
| -0.2444 | -7.18 |
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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