Trinity Watthana AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.79% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1763 | 17.05 | |
| 0.1152 | 24.73 | |
| 0.8725 | 206.01 | |
| 0.0101 | 0.07 |
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Jul 3, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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