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Thaiholdings Joint Stock Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.12% (+0.70%)
Analysis last updated: Sunday, February 8, 2026 at 04:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Thaiholdings Joint Stock Co SGARCH
paramt-stat
ω0.62281.00
α0.37555.33
β0.52478.21
γ1-13.4156-2.44
γ222.74403.41
γ3-13.9502-4.91
γ43.27090.92
γ53.96211.10
γ6-4.0844-1.55
γ76.16472.84
γ8-11.6976-2.31
Estimation Period:
Jun 19, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts