Thanachart Capital PCL EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.18% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 25.72 | |
| 0.1367 | 24.50 | |
| 0.9916 | 2,174.49 | |
| -0.0045 | -1.05 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Thanachart Capital PCL Analyses
Other EGARCH Analyses on International Equities