Thai Group Holdings PCL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1,481.32% (-121.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2,918.2930 | 14.06 | |
| 0.0579 | 75.46 | |
| 0.9990 | 13,500.00 | |
| 2.0002 | 666,737.33 |
Estimation Period:
Jul 31, 2019 to Feb 6, 2026
Jul 31, 2019 to Feb 6, 2026
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