T.Krungthai Industries Pcl EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.12% (-4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1538 | 19.04 | |
| 0.2426 | 28.23 | |
| 0.9447 | 282.85 | |
| 0.0073 | 0.81 |
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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