Thaivivat Holdings PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.17% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6137 | 3.74 | |
| 0.1250 | 5.62 | |
| 0.7571 | 18.33 | |
| 0.5433 | 5.28 | |
| -0.9683 | -6.68 | |
| 0.6852 | 8.66 | |
| -0.3367 | -4.09 | |
| 0.0985 | 0.99 | |
| -0.0996 | -0.81 | |
| 0.2270 | 1.28 | |
| -0.2558 | -1.27 | |
| -0.0560 | -0.25 |
Estimation Period:
Jan 5, 1993 to Jan 30, 2026
Jan 5, 1993 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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