Mcot Public Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:84.77% (-9.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4014 | 13.76 | |
| 0.1584 | 9.00 | |
| 0.7877 | 70.92 | |
| 0.0104 | 0.39 |
Estimation Period:
Nov 29, 2004 to Feb 6, 2026
Nov 29, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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