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T.Krungthai Industries Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.57% (-2.63%)
Analysis last updated: Sunday, February 8, 2026 at 03:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of T.Krungthai Industries Pcl SGARCH
paramt-stat
ω1.52934.72
α0.15986.16
β0.789230.21
γ10.36321.72
γ2-0.6615-1.86
γ30.58962.37
γ4-0.4830-2.02
γ50.23440.79
γ60.02930.10
γ7-0.1920-0.87
γ80.25551.25
Estimation Period:
Oct 29, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts