CIMB Thai Bank PCL MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:299.97% (+261.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.4064 | 27.59 | |
| 0.5647 | 47.87 | |
| -0.3162 | -20.21 | |
| 2.4646 | 2.42 | |
| 0.7702 | 7.04 | |
| 0.0104 | 0.06 |
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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