Thaicom Public Company Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.77% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3402 | 19.51 | |
| 0.1031 | 18.20 | |
| 0.8594 | 225.40 | |
| 0.0171 | 1.74 |
Estimation Period:
Jan 24, 1994 to Feb 6, 2026
Jan 24, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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