Southeast Asia Commercial Joint Stock Bank AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.60% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7801 | 16.69 | |
| 0.5316 | 17.22 | |
| 0.3301 | 14.19 | |
| -0.2840 | -3.14 |
Estimation Period:
Mar 24, 2021 to Feb 6, 2026
Mar 24, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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