Maybank Securities Thailand PC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.37% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.3044 | 6.91 | |
| 0.0834 | 102.20 | |
| 0.9990 | 7,035.21 | |
| 2.9313 | 226.58 |
Estimation Period:
Dec 3, 2003 to Feb 6, 2026
Dec 3, 2003 to Feb 6, 2026
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