Mcot Public Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:89.47% (-13.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6266 | 3.95 | |
| 0.1992 | 6.08 | |
| 0.6598 | 13.41 | |
| -0.0158 | -0.07 | |
| -0.2601 | -0.87 | |
| 0.5160 | 3.60 | |
| -0.3630 | -2.49 | |
| 0.3468 | 1.87 | |
| -0.5746 | -2.02 | |
| 0.8103 | 2.23 | |
| -1.0799 | -3.05 | |
| 1.2720 | 5.36 | |
| -0.9543 | -7.69 |
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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