Erawan Group Pcl (The) Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.05% (-2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3405 | 4.80 | |
| 0.1415 | 5.77 | |
| 0.7666 | 22.73 | |
| -0.0879 | -1.19 | |
| 0.2668 | 2.46 | |
| -0.3499 | -3.58 | |
| 0.2055 | 1.51 | |
| -0.0015 | -0.01 | |
| -0.0461 | -0.47 | |
| -0.0012 | -0.01 | |
| 0.0955 | 1.35 | |
| -0.2079 | -3.41 | |
| 0.3405 | 4.83 |
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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