Thoresen Thai Agencies PCL GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.72% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0785 | 17.23 | |
| 0.0650 | 37.28 | |
| 0.9293 | 526.24 |
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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