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V-Lab

Thai Group Holdings PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.16% (+0.16%)
Analysis last updated: Sunday, February 8, 2026 at 03:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Thai Group Holdings PCL SGARCH
paramt-stat
ω0.26792.67
α0.22063.29
β0.37522.09
γ1-15.0189-4.76
γ217.41043.05
γ3-2.9593-0.69
γ4-1.0775-0.34
γ56.05051.61
γ6-9.7440-1.87
γ713.55632.21
γ8-15.6401-2.45
γ915.13703.06
γ10-21.8511-5.60
Estimation Period:
Jul 31, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts