Thaiholdings Joint Stock Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.44% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0325 | 11.88 | |
| 0.2111 | 11.16 | |
| 0.7925 | 75.54 | |
| -0.0073 | -0.29 |
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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