Muangthai Capital PCL GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.26% (+1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1917 | 13.24 | |
| 0.0669 | 19.31 | |
| 0.8934 | 170.21 |
Estimation Period:
Nov 26, 2014 to Jan 30, 2026
Nov 26, 2014 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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