Thanachart Capital PCL MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.16% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1089 | 14.84 | |
| 0.7347 | 50.66 | |
| 0.0507 | 5.22 | |
| 0.0032 | 1.75 | |
| 0.0150 | 4.77 | |
| 0.9847 | 275.36 |
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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