Newcity Bangkok Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.22% (+2.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3848 | 17.35 | |
| 0.1164 | 13.20 | |
| 0.8736 | 203.89 | |
| -0.0089 | -0.59 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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