T.Krungthai Industries Pcl AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.63% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3936 | 14.49 | |
| 0.1391 | 23.07 | |
| 0.8339 | 129.25 | |
| -0.2103 | -1.93 |
Estimation Period:
Oct 29, 2004 to Feb 6, 2026
Oct 29, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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