Thai Group Holdings PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:61.54% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2875 | 2.62 | |
| 0.2049 | 3.21 | |
| 0.3732 | 2.00 | |
| -13.6486 | -4.56 | |
| 15.6283 | 2.90 | |
| -2.4616 | -0.60 | |
| -0.9860 | -0.32 | |
| 5.3453 | 1.48 | |
| -7.9565 | -1.49 | |
| 10.1156 | 1.48 | |
| -9.7299 | -1.33 | |
| 4.7230 | 0.81 | |
| -1.9779 | -0.72 |
Estimation Period:
Jul 31, 2019 to Feb 27, 2026
Jul 31, 2019 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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