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T.Krungthai Industries Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.75% (-2.80%)
Analysis last updated: Sunday, February 8, 2026 at 03:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of T.Krungthai Industries Pcl S0GARCH
paramt-stat
ω1.48774.71
α0.15856.13
β0.789430.04
γ10.34361.63
γ2-0.6316-1.78
γ30.57352.31
γ4-0.4755-1.99
γ50.23630.81
γ60.01290.04
γ7-0.1446-0.69
γ80.11991.11
Estimation Period:
Oct 29, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts