Bank of Ayudhya PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.94% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6830 | 5.35 | |
| 0.1709 | 7.73 | |
| 0.7739 | 38.43 | |
| -0.1425 | -2.94 | |
| 0.2785 | 3.84 | |
| -0.2955 | -5.15 | |
| 0.2275 | 3.18 | |
| -0.0553 | -0.68 | |
| -0.0425 | -0.62 | |
| 0.0297 | 0.58 | |
| 0.0256 | 0.42 | |
| -0.0503 | -0.60 | |
| 0.0421 | 0.71 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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