Chai Watana Tanner GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.58% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2606 | 18.34 | |
| 0.1018 | 26.74 | |
| 0.8905 | 238.67 |
Estimation Period:
May 1, 1991 to Feb 6, 2026
May 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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