Thaivivat Holdings PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.85% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5031 | 14.27 | |
| 0.1433 | 14.75 | |
| 0.8329 | 136.10 | |
| -0.0274 | -1.71 |
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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