Muangthai Capital PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.63% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8383 | 6.17 | |
| 0.0684 | 4.81 | |
| 0.8883 | 37.06 | |
| -0.0024 | -1.00 |
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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