Skip to main content
V-Lab

Thaivivat Holdings PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.17% (-0.94%)
Analysis last updated: Friday, February 6, 2026 at 11:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Thaivivat Holdings PCL SGARCH
paramt-stat
ω1.61373.74
α0.12505.62
β0.757118.33
γ10.54335.28
γ2-0.9683-6.68
γ30.68528.66
γ4-0.3367-4.09
γ50.09850.99
γ6-0.0996-0.81
γ70.22701.28
γ8-0.2558-1.27
γ9-0.0560-0.25
Estimation Period:
Jan 5, 1993 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts