Thai Rung Union Car Pcl EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.97% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0716 | 14.11 | |
| 0.1978 | 19.78 | |
| 0.9785 | 570.56 | |
| 0.0360 | 3.94 |
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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