Muangthai Capital PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:53.22% (+14.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8869 | 5.15 | |
| 0.0686 | 4.71 | |
| 0.8876 | 36.89 | |
| 0.0029 | 0.34 |
Estimation Period:
Nov 26, 2014 to Feb 6, 2026
Nov 26, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Muangthai Capital PCL Analyses
Other Spline-GARCH Analyses on International Equities