Thai Airways International GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:103.70% (-11.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5917 | 19.26 | |
| 0.1510 | 16.50 | |
| 0.7929 | 139.57 | |
| 0.0118 | 0.84 |
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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