Thaivivat Holdings PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.94% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5487 | 3.61 | |
| 0.1197 | 5.19 | |
| 0.7682 | 17.28 | |
| 0.5181 | 4.94 | |
| -0.9267 | -6.29 | |
| 0.6556 | 8.20 | |
| -0.3148 | -3.77 | |
| 0.0871 | 0.86 | |
| -0.1037 | -0.85 | |
| 0.2603 | 1.52 | |
| -0.3585 | -2.05 | |
| 0.2598 | 2.52 |
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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