Thai Group Holdings PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.04% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2793 | 2.69 | |
| 0.2088 | 3.16 | |
| 0.3720 | 1.99 | |
| -14.2824 | -4.51 | |
| 16.4015 | 2.88 | |
| -2.6346 | -0.62 | |
| -1.0444 | -0.33 | |
| 5.7081 | 1.52 | |
| -8.9137 | -1.70 | |
| 11.7756 | 1.90 | |
| -11.8044 | -1.83 | |
| 7.3403 | 1.50 | |
| -4.2785 | -1.99 |
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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