TMBThanachart Bank PCL APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.01% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1065 | 9.74 | |
| 0.0618 | 16.34 | |
| 0.9209 | 307.18 | |
| 0.0416 | 2.84 | |
| 2.2565 | 29.14 |
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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