Thai Airways International MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:94.09% (-8.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1553 | 22.28 | |
| 0.6754 | 47.54 | |
| 0.0269 | 3.13 | |
| 0.4505 | 1.40 | |
| 0.1817 | 1.37 | |
| 0.7758 | 4.70 |
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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