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V-Lab

CIMB Thai Bank PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:242.25% (+191.28%)
Analysis last updated: Thursday, June 5, 2025 at 11:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CIMB Thai Bank PCL SGARCH
paramt-stat
ω1.36043.83
α0.21656.65
β0.683719.02
γ1-0.0500-0.45
γ2-0.0502-0.29
γ30.31332.02
γ4-0.3010-1.77
γ50.03770.22
γ60.07370.31
γ7-0.0374-0.15
γ80.13510.82
γ9-0.3912-1.72
γ100.84442.64
Estimation Period:
Jan 11, 1990 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts