Thanasiri Group Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.85% (-3.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8755 | 4.56 | |
| 0.1993 | 4.42 | |
| 0.6026 | 7.36 | |
| 0.3298 | 0.94 | |
| -0.3679 | -0.57 | |
| -0.2093 | -0.40 | |
| 0.5682 | 1.56 | |
| -0.7879 | -2.90 | |
| 1.1055 | 4.08 | |
| -1.2587 | -4.84 | |
| 1.0556 | 3.99 | |
| -0.5909 | -2.51 |
Estimation Period:
Dec 15, 2009 to Feb 6, 2026
Dec 15, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Thanasiri Group Pcl Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities