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Maybank Securities Thailand PC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.14% (-0.40%)
Analysis last updated: Sunday, February 8, 2026 at 03:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Maybank Securities Thailand PC S0GARCH
paramt-stat
ω1.95924.11
α0.16993.12
β0.750212.82
γ10.11910.72
γ2-0.1374-0.50
γ3-0.1787-0.76
γ40.52752.35
γ5-0.7072-2.56
γ60.69182.21
γ7-0.2051-0.68
γ8-0.5065-1.55
γ90.67572.32
γ10-0.3513-1.89
Estimation Period:
Dec 3, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts