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V-Lab

Thai Parcels Public Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.89% (-0.12%)
Analysis last updated: Sunday, February 8, 2026 at 03:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Thai Parcels Public Co Ltd S0GARCH
paramt-stat
ω1.13524.08
α0.03891.40
β0.51930.88
γ117.74051.45
γ2-26.9615-1.27
γ323.21031.39
γ4-37.4775-2.68
γ546.12673.61
γ6-33.5844-3.21
γ712.47311.46
γ8-1.3796-0.18
Estimation Period:
Jun 30, 2023 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts