Maybank Securities Thailand PC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.39% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0502 | 4.28 | |
| 0.1721 | 3.09 | |
| 0.7425 | 12.33 | |
| 0.1495 | 0.92 | |
| -0.1673 | -0.63 | |
| -0.1924 | -0.83 | |
| 0.5590 | 2.51 | |
| -0.7400 | -2.69 | |
| 0.7092 | 2.31 | |
| -0.1978 | -0.67 | |
| -0.5365 | -1.68 | |
| 0.7367 | 2.51 | |
| -0.5005 | -1.89 |
Estimation Period:
Dec 3, 2003 to Jan 30, 2026
Dec 3, 2003 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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