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Erawan Group Pcl (The) Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.05% (-2.54%)
Analysis last updated: Sunday, February 8, 2026 at 03:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Erawan Group Pcl (The) SGARCH
paramt-stat
ω1.34054.80
α0.14155.77
β0.766622.73
γ1-0.0879-1.19
γ20.26682.46
γ3-0.3499-3.58
γ40.20551.51
γ5-0.0015-0.01
γ6-0.0461-0.47
γ7-0.0012-0.01
γ80.09551.35
γ9-0.2079-3.41
γ100.34054.83
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts