Muangthai Capital PCL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.22% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3897 | 2.49 | |
| 0.0647 | 18.61 | |
| 0.9816 | 124.93 | |
| 3.5155 | 7.02 |
Estimation Period:
Nov 26, 2014 to Feb 6, 2026
Nov 26, 2014 to Feb 6, 2026
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