Thoresen Thai Agencies PCL MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
36.29%
decreased by 2.06%
1 Week
36.46%
decreased by 1.89%
1 Month
37.66%
decreased by 0.69%
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 | |
|---|---|---|
| 21 | ||
| 0.0985 | 19.96 | |
| 0.7546 | 53.13 | |
| 0.0128 | 2.32 | |
| 0.0367 | 3.23 | |
| 0.0326 | 4.92 | |
| 0.9636 | 135.86 |
Estimation Period:
Nov 22, 1995 to May 15, 2026
Nov 22, 1995 to May 15, 2026
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