Thai Rung Union Car Pcl GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.59% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0769 | 13.01 | |
| 0.1138 | 12.53 | |
| 0.9043 | 244.15 | |
| -0.0363 | -3.17 |
Estimation Period:
Oct 10, 1995 to Feb 13, 2026
Oct 10, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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