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V-Lab

Chai Watana Tanner Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:77.10% (-0.28%)
Analysis last updated: Sunday, February 8, 2026 at 03:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chai Watana Tanner SGARCH
paramt-stat
ω1.58192.67
α0.18748.52
β0.730927.01
γ10.20732.98
γ2-0.1095-1.19
γ3-0.3324-5.04
γ40.47176.30
γ5-0.4493-5.31
γ60.35324.61
γ7-0.2627-3.75
γ80.25883.00
γ9-0.2521-2.25
γ100.39252.84
Estimation Period:
May 1, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts