Trinity Watthana MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.73% (+5.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.1628 | 15.76 | |
| 0.7906 | 78.77 | |
| -0.0696 | -6.06 | |
| 0.0037 | 1.99 | |
| 0.0075 | 3.28 | |
| 0.9920 | 391.62 |
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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