Thai Rung Union Car Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.10% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4849 | 3.46 | |
| 0.1284 | 3.81 | |
| 0.8035 | 19.07 | |
| -0.3630 | -2.34 | |
| 0.4392 | 1.78 | |
| -0.1078 | -0.64 | |
| 0.1035 | 0.95 | |
| -0.1969 | -1.91 | |
| 0.1445 | 1.14 | |
| 0.0832 | 0.59 | |
| -0.1432 | -0.75 | |
| 0.0226 | 0.13 | |
| 0.0314 | 0.32 |
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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