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Thaiholdings Joint Stock Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.32% (-0.37%)
Analysis last updated: Thursday, February 12, 2026 at 12:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Thaiholdings Joint Stock Co S0GARCH
paramt-stat
ω0.69230.98
α0.42274.82
β0.51277.90
γ1-13.7100-2.34
γ222.96763.24
γ3-13.8584-4.75
γ43.33580.91
γ53.66020.98
γ6-3.2436-1.16
γ73.66821.71
γ8-4.9266-3.67
Estimation Period:
Jun 19, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts