Thai Airways International Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:115.70% (-13.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9280 | 6.88 | |
| 0.1602 | 7.78 | |
| 0.7220 | 21.05 | |
| 0.2463 | 2.88 | |
| -0.4715 | -3.44 | |
| 0.3668 | 3.53 | |
| -0.3187 | -2.95 | |
| 0.4147 | 3.58 | |
| -0.4041 | -3.92 | |
| 0.2168 | 2.74 | |
| -0.0169 | -0.21 | |
| -0.1032 | -1.03 | |
| 0.3295 | 2.15 |
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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