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V-Lab

Thanasiri Group Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.71% (-3.09%)
Analysis last updated: Sunday, February 8, 2026 at 04:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Thanasiri Group Pcl SGARCH
paramt-stat
ω0.87034.63
α0.19974.37
β0.59176.82
γ10.33090.95
γ2-0.3676-0.58
γ3-0.2121-0.41
γ40.56891.58
γ5-0.7772-2.88
γ61.06493.89
γ7-1.1512-4.10
γ80.80601.90
γ9-0.0188-0.02
Estimation Period:
Dec 15, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts