Skip to main content
V-Lab

Airports OF Thailand PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:51.49% (-1.33%)
Analysis last updated: Tuesday, February 17, 2026 at 10:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Airports OF Thailand PCL SGARCH
paramt-stat
ω0.84593.38
α0.12804.76
β0.772417.91
γ10.29081.63
γ2-0.5032-2.17
γ30.22971.24
γ40.05280.29
γ5-0.1967-1.35
γ60.15471.22
γ70.23031.72
γ8-0.7080-4.65
γ90.86675.16
γ10-0.3988-1.62
Estimation Period:
Mar 12, 2004 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts