Erawan Group Pcl (The) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.63% (-2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2208 | 4.10 | |
| 0.1164 | 5.00 | |
| 0.8347 | 28.65 | |
| -0.0869 | -0.96 | |
| 0.2434 | 1.81 | |
| -0.3004 | -2.44 | |
| 0.1563 | 0.92 | |
| 0.0269 | 0.17 | |
| -0.0526 | -0.43 | |
| 0.0088 | 0.08 | |
| 0.0542 | 0.63 | |
| -0.1027 | -1.47 | |
| 0.0702 | 1.44 |
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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