Chai Watana Tanner MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.50% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.2417 | 27.50 | |
| 0.6160 | 63.28 | |
| -0.0900 | -8.35 | |
| 1.5729 | 5.15 | |
| 0.9392 | 26.23 | |
| 0.0000 | 0.00 |
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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