Skip to main content
V-Lab

Chai Watana Tanner Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.57% (-0.53%)
Analysis last updated: Tuesday, February 10, 2026 at 10:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chai Watana Tanner S0GARCH
paramt-stat
ω1.59102.41
α0.16558.16
β0.774232.69
γ10.18122.41
γ2-0.0737-0.74
γ3-0.3314-4.45
γ40.44215.40
γ5-0.4108-4.62
γ60.30893.89
γ7-0.2060-2.81
γ80.17011.86
γ9-0.0740-0.62
γ10-0.0336-0.34
Estimation Period:
May 1, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts