TMBThanachart Bank PCL AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.47% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0818 | 16.26 | |
| 0.0678 | 23.26 | |
| 0.9227 | 293.95 | |
| 0.2454 | 2.82 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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