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V-Lab

Maybank Securities Thailand PC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.39% (-0.56%)
Analysis last updated: Saturday, February 7, 2026 at 01:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Maybank Securities Thailand PC SGARCH
paramt-stat
ω2.05024.28
α0.17213.09
β0.742512.33
γ10.14950.92
γ2-0.1673-0.63
γ3-0.1924-0.83
γ40.55902.51
γ5-0.7400-2.69
γ60.70922.31
γ7-0.1978-0.67
γ8-0.5365-1.68
γ90.73672.51
γ10-0.5005-1.89
Estimation Period:
Dec 3, 2003 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts