Skip to main content
V-Lab

Bank of Ayudhya PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.94% (+0.31%)
Analysis last updated: Sunday, February 8, 2026 at 02:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank of Ayudhya PCL S0GARCH
paramt-stat
ω0.68305.35
α0.17097.73
β0.773938.43
γ1-0.1425-2.94
γ20.27853.84
γ3-0.2955-5.15
γ40.22753.18
γ5-0.0553-0.68
γ6-0.0425-0.62
γ70.02970.58
γ80.02560.42
γ9-0.0503-0.60
γ100.04210.71
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts