Thai Rung Union Car Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.42% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4487 | 3.37 | |
| 0.1327 | 3.78 | |
| 0.7941 | 17.95 | |
| -0.4148 | -2.68 | |
| 0.5158 | 2.10 | |
| -0.1495 | -0.91 | |
| 0.1333 | 1.27 | |
| -0.2153 | -2.15 | |
| 0.1464 | 1.19 | |
| 0.1019 | 0.73 | |
| -0.1954 | -1.05 | |
| 0.1465 | 0.82 | |
| -0.2997 | -1.71 |
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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