Thoresen Thai Agencies PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.15% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7848 | 5.07 | |
| 0.0782 | 7.61 | |
| 0.8858 | 63.07 | |
| -0.2477 | -3.35 | |
| 0.2841 | 2.36 | |
| 0.0344 | 0.38 | |
| -0.1909 | -2.25 | |
| 0.2582 | 2.84 | |
| -0.2744 | -3.35 | |
| 0.2996 | 4.57 | |
| -0.3128 | -4.62 | |
| 0.2118 | 3.67 |
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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