Muangthai Capital PCL AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.23% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1436 | 9.14 | |
| 0.0701 | 22.55 | |
| 0.8880 | 197.77 | |
| 0.9035 | 8.65 |
Estimation Period:
Nov 26, 2014 to Feb 6, 2026
Nov 26, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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