Thanachart Capital PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.44% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 10.26 | |
| 0.0488 | 10.88 | |
| 0.9512 | 353.88 | |
| -0.0001 | -0.02 |
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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