Maybank Securities Thailand PC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.23% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0803 | 16.83 | |
| 0.2916 | 23.44 | |
| 0.9671 | 482.08 | |
| 0.0358 | 3.90 |
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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