Thoresen Thai Agencies PCL GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
39.48%
decreased by 1.08%
1 Week
39.77%
decreased by 0.79%
1 Month
40.84%
increased by 0.28%
Analysis last updated: Thursday, May 21, 2026 at 08:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0820 | 17.87 | |
| 0.0661 | 21.83 | |
| 0.9283 | 520.36 | |
| -0.0009 | -0.17 |
Estimation Period:
Nov 22, 1995 to May 15, 2026
Nov 22, 1995 to May 15, 2026
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