T.Krungthai Industries Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.57% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5293 | 4.72 | |
| 0.1598 | 6.16 | |
| 0.7892 | 30.21 | |
| 0.3632 | 1.72 | |
| -0.6615 | -1.86 | |
| 0.5896 | 2.37 | |
| -0.4830 | -2.02 | |
| 0.2344 | 0.79 | |
| 0.0293 | 0.10 | |
| -0.1920 | -0.87 | |
| 0.2555 | 1.25 |
Estimation Period:
Oct 29, 2004 to Feb 6, 2026
Oct 29, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other T.Krungthai Industries Pcl Analyses
Other Spline-GARCH Analyses on International Equities