Maybank Securities Thailand PC AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.74% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 9.36 | |
| 0.2213 | 20.62 | |
| 0.8213 | 140.40 | |
| -0.1739 | -3.21 |
Estimation Period:
Dec 3, 2003 to Feb 6, 2026
Dec 3, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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