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V-Lab

Thai Group Holdings PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.04% (+0.03%)
Analysis last updated: Sunday, February 8, 2026 at 03:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Thai Group Holdings PCL S0GARCH
paramt-stat
ω0.27932.69
α0.20883.16
β0.37201.99
γ1-14.2824-4.51
γ216.40152.88
γ3-2.6346-0.62
γ4-1.0444-0.33
γ55.70811.52
γ6-8.9137-1.70
γ711.77561.90
γ8-11.8044-1.83
γ97.34031.50
γ10-4.2785-1.99
Estimation Period:
Jul 31, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts