Maybank Securities Thailand PC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.14% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9592 | 4.11 | |
| 0.1699 | 3.12 | |
| 0.7502 | 12.82 | |
| 0.1191 | 0.72 | |
| -0.1374 | -0.50 | |
| -0.1787 | -0.76 | |
| 0.5275 | 2.35 | |
| -0.7072 | -2.56 | |
| 0.6918 | 2.21 | |
| -0.2051 | -0.68 | |
| -0.5065 | -1.55 | |
| 0.6757 | 2.32 | |
| -0.3513 | -1.89 |
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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