Maybank Securities Thailand PC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.96% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0609 | 14.98 | |
| 0.1558 | 16.96 | |
| 0.8442 | 129.97 |
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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