Bank of Ayudhya PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:25.84% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6865 | 5.33 | |
| 0.1709 | 7.76 | |
| 0.7748 | 38.73 | |
| -0.1414 | -2.91 | |
| 0.2764 | 3.80 | |
| -0.2939 | -5.13 | |
| 0.2273 | 3.18 | |
| -0.0564 | -0.69 | |
| -0.0413 | -0.59 | |
| 0.0293 | 0.57 | |
| 0.0247 | 0.41 | |
| -0.0475 | -0.58 | |
| 0.0388 | 0.66 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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