Maybank Securities Thailand PC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.16% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.4777 | 20.26 | |
| 0.1743 | 11.39 | |
| -0.2093 | -5.78 | |
| 0.4668 | 1.66 | |
| 0.9462 | 5.63 | |
| 0.0538 | 0.36 |
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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