Thaiholdings Joint Stock Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.32% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6923 | 0.98 | |
| 0.4227 | 4.82 | |
| 0.5127 | 7.90 | |
| -13.7100 | -2.34 | |
| 22.9676 | 3.24 | |
| -13.8584 | -4.75 | |
| 3.3358 | 0.91 | |
| 3.6602 | 0.98 | |
| -3.2436 | -1.16 | |
| 3.6682 | 1.71 | |
| -4.9266 | -3.67 |
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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