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Bank of Ayudhya PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:25.84% (+0.73%)
Analysis last updated: Wednesday, February 25, 2026 at 08:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank of Ayudhya PCL S0GARCH
paramt-stat
ω0.68655.33
α0.17097.76
β0.774838.73
γ1-0.1414-2.91
γ20.27643.80
γ3-0.2939-5.13
γ40.22733.18
γ5-0.0564-0.69
γ6-0.0413-0.59
γ70.02930.57
γ80.02470.41
γ9-0.0475-0.58
γ100.03880.66
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts