CIMB Thai Bank PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:244.44% (+218.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1246 | 4.37 | |
| 0.2279 | 6.74 | |
| 0.6929 | 20.55 | |
| -0.1264 | -2.85 | |
| 0.2427 | 3.72 | |
| -0.2067 | -4.87 | |
| 0.1333 | 2.90 | |
| -0.0559 | -1.05 | |
| 0.0200 | 0.47 |
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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