Thaiholdings Joint Stock Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.12% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6228 | 1.00 | |
| 0.3755 | 5.33 | |
| 0.5247 | 8.21 | |
| -13.4156 | -2.44 | |
| 22.7440 | 3.41 | |
| -13.9502 | -4.91 | |
| 3.2709 | 0.92 | |
| 3.9621 | 1.10 | |
| -4.0844 | -1.55 | |
| 6.1647 | 2.84 | |
| -11.6976 | -2.31 |
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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