Thaiholdings Joint Stock Co EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.11% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0850 | 12.86 | |
| 0.4577 | 19.68 | |
| 0.9740 | 396.09 | |
| 0.0200 | 1.44 |
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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