Maybank Securities Thailand PC Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:15.09% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 13.32 | |
| 0.1837 | 30.22 | |
| 0.8143 | 167.34 | |
| 0.0040 | 0.43 |
Estimation Period:
Dec 3, 2003 to Jan 30, 2026
Dec 3, 2003 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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