Thai Group Holdings PCL EGARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:33.75% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1427 | 15.10 | |
| 0.2183 | 15.20 | |
| 0.9608 | 310.93 | |
| 0.0078 | 0.31 |
Estimation Period:
Jul 31, 2019 to Feb 27, 2026
Jul 31, 2019 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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