Thaivivat Holdings PCL AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.00% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5751 | 18.16 | |
| 0.1452 | 26.98 | |
| 0.8121 | 149.85 | |
| -0.0106 | -0.07 |
Estimation Period:
Jan 5, 1993 to Feb 6, 2026
Jan 5, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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