Erawan Group Pcl (The) GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.86% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1483 | 9.43 | |
| 0.0672 | 11.96 | |
| 0.9115 | 205.71 | |
| 0.0202 | 3.35 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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