Mcot Public Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:48.27% (-9.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.1514 | 5.15 | |
| 0.1481 | 28.76 | |
| 0.9506 | 99.76 | |
| 3.1727 | 18.49 |
Estimation Period:
Nov 29, 2004 to Jan 30, 2026
Nov 29, 2004 to Jan 30, 2026
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