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Erawan Group Pcl (The) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.63% (-2.67%)
Analysis last updated: Sunday, February 8, 2026 at 03:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Erawan Group Pcl (The) S0GARCH
paramt-stat
ω1.22084.10
α0.11645.00
β0.834728.65
γ1-0.0869-0.96
γ20.24341.81
γ3-0.3004-2.44
γ40.15630.92
γ50.02690.17
γ6-0.0526-0.43
γ70.00880.08
γ80.05420.63
γ9-0.1027-1.47
γ100.07021.44
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts