T.Krungthai Industries Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.75% (-2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4877 | 4.71 | |
| 0.1585 | 6.13 | |
| 0.7894 | 30.04 | |
| 0.3436 | 1.63 | |
| -0.6316 | -1.78 | |
| 0.5735 | 2.31 | |
| -0.4755 | -1.99 | |
| 0.2363 | 0.81 | |
| 0.0129 | 0.04 | |
| -0.1446 | -0.69 | |
| 0.1199 | 1.11 |
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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