Thaiholdings Joint Stock Co AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.99% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0141 | 4.16 | |
| 0.3582 | 14.04 | |
| 0.7462 | 63.10 | |
| -0.1570 | -6.16 |
Estimation Period:
Jun 19, 2020 to Feb 6, 2026
Jun 19, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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