Thoresen Thai Agencies PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.57% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7713 | 4.99 | |
| 0.0782 | 7.60 | |
| 0.8855 | 62.55 | |
| -0.2548 | -3.45 | |
| 0.2919 | 2.42 | |
| 0.0378 | 0.42 | |
| -0.2017 | -2.39 | |
| 0.2714 | 3.01 | |
| -0.2879 | -3.50 | |
| 0.3173 | 4.49 | |
| -0.3440 | -3.82 | |
| 0.2760 | 2.17 |
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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