Thanachart Capital PCL APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.48% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 12.97 | |
| 0.0492 | 17.01 | |
| 0.9508 | 364.31 | |
| -0.0002 | -0.01 | |
| 1.9408 | 42.31 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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