Muangthai Capital PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.12% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1564 | 13.25 | |
| 0.0337 | 10.52 | |
| 0.9057 | 213.67 | |
| 0.0604 | 6.70 |
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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