Thai Parcels Public Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.79% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2337 | 4.45 | |
| 0.1185 | 5.75 | |
| 0.6099 | 9.89 | |
| 0.0487 | 0.77 |
Estimation Period:
Jun 30, 2023 to Feb 6, 2026
Jun 30, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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