Indo Thai Securities Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:58.71% (+10.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.6556 | 13.28 | |
| 0.1693 | 19.35 | |
| 0.8927 | 95.06 | |
| 4.8407 | 9.05 |
Estimation Period:
Nov 3, 2011 to Feb 6, 2026
Nov 3, 2011 to Feb 6, 2026
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