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Thoresen Thai Agencies PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.15% (+1.98%)
Analysis last updated: Tuesday, February 10, 2026 at 10:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Thoresen Thai Agencies PCL S0GARCH
paramt-stat
ω0.78485.07
α0.07827.61
β0.885863.07
γ1-0.2477-3.35
γ20.28412.36
γ30.03440.38
γ4-0.1909-2.25
γ50.25822.84
γ6-0.2744-3.35
γ70.29964.57
γ8-0.3128-4.62
γ90.21183.67
Estimation Period:
Nov 22, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts