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V-Lab

Bank of Ayudhya PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.55% (+0.29%)
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 SGARCH
paramt-stat
ω0.64325.23
α0.17087.73
β0.774338.38
γ1-0.1688-3.53
γ20.32174.50
γ3-0.3279-5.77
γ40.25483.58
γ5-0.0730-0.90
γ6-0.0348-0.51
γ70.02620.51
γ80.03210.48
γ9-0.0656-0.66
γ100.07750.65
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts