T.Krungthai Industries Pcl GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.50% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3210 | 12.51 | |
| 0.1138 | 14.53 | |
| 0.8586 | 137.46 | |
| 0.0104 | 0.73 |
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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