Thoresen Thai Agencies PCL EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.81% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 24.07 | |
| 0.1485 | 39.26 | |
| 0.9880 | 1,529.46 | |
| 0.0011 | 0.28 |
Estimation Period:
Nov 22, 1995 to Feb 6, 2026
Nov 22, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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