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AEON Thana Sinsap Thailand PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.48% (-2.82%)
Analysis last updated: Tuesday, February 17, 2026 at 10:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AEON Thana Sinsap Thailand PCL SGARCH
paramt-stat
ω1.68193.94
α0.12767.03
β0.749418.35
γ1-0.0821-0.43
γ20.18480.61
γ3-0.2260-1.01
γ40.31621.77
γ5-0.4526-3.06
γ60.57913.03
γ7-0.4124-1.47
γ8-0.1220-0.41
γ90.51342.27
γ10-0.6094-2.92
Estimation Period:
Dec 11, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts