Thanasiri Group Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.71% (-3.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8703 | 4.63 | |
| 0.1997 | 4.37 | |
| 0.5917 | 6.82 | |
| 0.3309 | 0.95 | |
| -0.3676 | -0.58 | |
| -0.2121 | -0.41 | |
| 0.5689 | 1.58 | |
| -0.7772 | -2.88 | |
| 1.0649 | 3.89 | |
| -1.1512 | -4.10 | |
| 0.8060 | 1.90 | |
| -0.0188 | -0.02 |
Estimation Period:
Dec 15, 2009 to Feb 6, 2026
Dec 15, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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