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BTS Group Holdings PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.51% (+1.67%)
Analysis last updated: Thursday, February 12, 2026 at 12:09 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BTS Group Holdings PCL S0GARCH
paramt-stat
ω1.33794.41
α0.09757.87
β0.845340.25
γ10.01660.20
γ20.12761.07
γ3-0.3072-3.24
γ40.20031.46
γ5-0.0836-0.53
γ60.06010.46
γ70.04660.51
γ8-0.0677-0.92
γ90.07140.88
γ10-0.1331-1.71
Estimation Period:
Mar 1, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts