Thai Airways International EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:86.59% (-15.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1819 | 21.22 | |
| 0.2910 | 37.16 | |
| 0.9264 | 262.22 | |
| 0.0081 | 1.19 |
Estimation Period:
Jul 23, 1992 to Feb 6, 2026
Jul 23, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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