Maybank Securities Thailand PC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.82% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0617 | 16.47 | |
| 0.1842 | 19.04 | |
| 0.8414 | 121.21 | |
| -0.0512 | -3.51 |
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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