TMBThanachart Bank PCL EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.24% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0372 | 20.06 | |
| 0.1332 | 21.76 | |
| 0.9872 | 1,314.48 | |
| -0.0063 | -1.36 |
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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