CIMB Thai Bank PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:242.25% (+191.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3604 | 3.83 | |
| 0.2165 | 6.65 | |
| 0.6837 | 19.02 | |
| -0.0500 | -0.45 | |
| -0.0502 | -0.29 | |
| 0.3133 | 2.02 | |
| -0.3010 | -1.77 | |
| 0.0377 | 0.22 | |
| 0.0737 | 0.31 | |
| -0.0374 | -0.15 | |
| 0.1351 | 0.82 | |
| -0.3912 | -1.72 | |
| 0.8444 | 2.64 |
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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