Thoresen Thai Agencies PCL GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
39.47%
decreased by 1.89%
1 Week
39.77%
decreased by 1.59%
1 Month
40.86%
decreased by 0.50%
Analysis last updated: Thursday, May 21, 2026 at 08:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 11.8517 | 4.85 | |
| 0.0709 | 53.46 | |
| 0.9918 | 603.28 | |
| 4.0867 | 20.79 |
Estimation Period:
Nov 22, 1995 to May 15, 2026
Nov 22, 1995 to May 15, 2026
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