Thai Group Holdings PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.73% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0915 | 7.80 | |
| 0.0807 | 5.60 | |
| 0.9132 | 201.89 | |
| 0.0122 | 0.34 |
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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