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Pruksa Holding Public Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.81% (-0.35%)
Analysis last updated: Thursday, February 12, 2026 at 12:24 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pruksa Holding Public Co Ltd S0GARCH
paramt-stat
ω1.54775.23
α0.10435.20
β0.806225.57
γ10.11940.76
γ2-0.2537-0.98
γ30.28471.57
γ4-0.3085-2.12
γ50.19981.45
γ60.11390.90
γ7-0.3844-3.23
γ80.47253.74
γ9-0.3582-3.63
Estimation Period:
Dec 7, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts