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Thoresen Thai Agencies PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.57% (+0.46%)
Analysis last updated: Sunday, February 8, 2026 at 02:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Thoresen Thai Agencies PCL SGARCH
paramt-stat
ω0.77134.99
α0.07827.60
β0.885562.55
γ1-0.2548-3.45
γ20.29192.42
γ30.03780.42
γ4-0.2017-2.39
γ50.27143.01
γ6-0.2879-3.50
γ70.31734.49
γ8-0.3440-3.82
γ90.27602.17
Estimation Period:
Nov 22, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts