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Airports OF Thailand PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.40% (-3.67%)
Analysis last updated: Sunday, February 15, 2026 at 03:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Airports OF Thailand PCL S0GARCH
paramt-stat
ω0.82323.37
α0.13014.82
β0.770518.20
γ10.26531.49
γ2-0.4685-2.03
γ30.21921.17
γ40.04890.27
γ5-0.1826-1.25
γ60.13331.05
γ70.26361.96
γ8-0.7689-5.16
γ90.99316.88
γ10-0.7286-6.15
Estimation Period:
Mar 12, 2004 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts