Thanachart Capital PCL GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.44% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 11.09 | |
| 0.0488 | 18.85 | |
| 0.9512 | 359.76 |
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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