Thaivivat Holdings PCL EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.24% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0973 | 14.27 | |
| 0.1578 | 23.06 | |
| 0.9705 | 395.81 | |
| 0.0125 | 1.78 |
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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