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Bank of Ayudhya PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:30.14% (-2.76%)
Analysis last updated: Saturday, February 21, 2026 at 12:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank of Ayudhya PCL SGARCH
paramt-stat
ω0.64375.23
α0.17057.73
β0.774638.43
γ1-0.1689-3.54
γ20.32204.51
γ3-0.3279-5.78
γ40.25463.58
γ5-0.0729-0.90
γ6-0.0349-0.51
γ70.02620.51
γ80.03190.48
γ9-0.0654-0.66
γ100.07740.66
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts