Vgi Public Company Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:58.80% (+7.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0527 | 9.16 | |
| 0.0182 | 6.87 | |
| 0.9633 | 454.80 | |
| 0.0211 | 4.92 |
Estimation Period:
Oct 11, 2012 to Feb 6, 2026
Oct 11, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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