Bank of Ayudhya PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:30.14% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6437 | 5.23 | |
| 0.1705 | 7.73 | |
| 0.7746 | 38.43 | |
| -0.1689 | -3.54 | |
| 0.3220 | 4.51 | |
| -0.3279 | -5.78 | |
| 0.2546 | 3.58 | |
| -0.0729 | -0.90 | |
| -0.0349 | -0.51 | |
| 0.0262 | 0.51 | |
| 0.0319 | 0.48 | |
| -0.0654 | -0.66 | |
| 0.0774 | 0.66 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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