Thanachart Capital PCL AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.68% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 14.18 | |
| 0.0610 | 22.18 | |
| 0.9396 | 339.46 | |
| -0.0156 | -0.17 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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