TMBThanachart Bank PCL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.55% (+3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.7980 | 4.78 | |
| 0.1017 | 41.79 | |
| 0.9835 | 286.99 | |
| 3.9818 | 17.40 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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