Muangthai Capital PCL EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.05% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0613 | 11.20 | |
| 0.1329 | 19.95 | |
| 0.9678 | 390.72 | |
| -0.0502 | -8.51 |
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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