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Thanasiri Group Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.85% (-3.76%)
Analysis last updated: Sunday, February 8, 2026 at 04:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Thanasiri Group Pcl S0GARCH
paramt-stat
ω0.87554.56
α0.19934.42
β0.60267.36
γ10.32980.94
γ2-0.3679-0.57
γ3-0.2093-0.40
γ40.56821.56
γ5-0.7879-2.90
γ61.10554.08
γ7-1.2587-4.84
γ81.05563.99
γ9-0.5909-2.51
Estimation Period:
Dec 15, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts