Thanachart Capital PCL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.35% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.5067 | 6.03 | |
| 0.0852 | 100.06 | |
| 0.9973 | 2,462.44 | |
| 4.6135 | 39.97 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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