Thai Group Holdings PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.16% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2679 | 2.67 | |
| 0.2206 | 3.29 | |
| 0.3752 | 2.09 | |
| -15.0189 | -4.76 | |
| 17.4104 | 3.05 | |
| -2.9593 | -0.69 | |
| -1.0775 | -0.34 | |
| 6.0505 | 1.61 | |
| -9.7440 | -1.87 | |
| 13.5563 | 2.21 | |
| -15.6401 | -2.45 | |
| 15.1370 | 3.06 | |
| -21.8511 | -5.60 |
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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