Thai Airways International Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:101.04% (-15.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8961 | 6.45 | |
| 0.1640 | 7.55 | |
| 0.7228 | 21.44 | |
| 0.2119 | 2.43 | |
| -0.4159 | -2.99 | |
| 0.3292 | 3.12 | |
| -0.2899 | -2.61 | |
| 0.3939 | 3.32 | |
| -0.3942 | -3.77 | |
| 0.2293 | 2.84 | |
| -0.0762 | -0.97 | |
| 0.0560 | 0.61 | |
| -0.0854 | -1.04 |
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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