Thai Rung Union Car Pcl AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.13% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0515 | 6.77 | |
| 0.1055 | 24.06 | |
| 0.8989 | 262.92 | |
| -0.5023 | -6.61 |
Estimation Period:
Oct 10, 1995 to Feb 6, 2026
Oct 10, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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