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Thai Group Holdings PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:61.54% (-0.37%)
Analysis last updated: Sunday, March 1, 2026 at 01:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Thai Group Holdings PCL S0GARCH
paramt-stat
ω0.28752.62
α0.20493.21
β0.37322.00
γ1-13.6486-4.56
γ215.62832.90
γ3-2.4616-0.60
γ4-0.9860-0.32
γ55.34531.48
γ6-7.9565-1.49
γ710.11561.48
γ8-9.7299-1.33
γ94.72300.81
γ10-1.9779-0.72
Estimation Period:
Jul 31, 2019 to Feb 27, 2026
Impact of return on volatility tomorrow
Volatility Forecasts