Chai Watana Tanner GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.22% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 249.3793 | 6.46 | |
| 0.1290 | 161.67 | |
| 0.9980 | 3,429.54 | |
| 2.5075 | 320.45 |
Estimation Period:
May 1, 1991 to Feb 6, 2026
May 1, 1991 to Feb 6, 2026
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