Thoresen Thai Agencies PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.69% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0785 | 17.32 | |
| 0.0650 | 21.65 | |
| 0.9293 | 526.83 | |
| 0.0000 | 0.00 |
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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