Chai Watana Tanner AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.04% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4485 | 26.41 | |
| 0.1447 | 39.73 | |
| 0.8426 | 279.66 | |
| 0.0992 | 0.98 |
Estimation Period:
May 1, 1991 to Jan 30, 2026
May 1, 1991 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Chai Watana Tanner Analyses
Other AGARCH Analyses on International Equities