Newcity Bangkok Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.64% (+4.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1865 | 19.09 | |
| 0.7376 | 73.18 | |
| -0.0601 | -5.14 | |
| 0.0998 | 2.12 | |
| 0.0282 | 3.03 | |
| 0.9654 | 81.99 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Newcity Bangkok Co Ltd Analyses
Other MF2-GARCH Analyses on International Equities