Thai Group Holdings PCL AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.28% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0888 | 8.45 | |
| 0.1040 | 14.77 | |
| 0.9080 | 213.04 | |
| -0.0837 | -0.32 |
Estimation Period:
Jul 31, 2019 to Feb 6, 2026
Jul 31, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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