Bank of Ayudhya PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.55% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6432 | 5.23 | |
| 0.1708 | 7.73 | |
| 0.7743 | 38.38 | |
| -0.1688 | -3.53 | |
| 0.3217 | 4.50 | |
| -0.3279 | -5.77 | |
| 0.2548 | 3.58 | |
| -0.0730 | -0.90 | |
| -0.0348 | -0.51 | |
| 0.0262 | 0.51 | |
| 0.0321 | 0.48 | |
| -0.0656 | -0.66 | |
| 0.0775 | 0.65 |
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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