Thai Rung Union Car Pcl GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.76% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0749 | 12.45 | |
| 0.0929 | 19.96 | |
| 0.9071 | 232.54 |
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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