Newcity Bangkok Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.88% (+3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6556 | 6.95 | |
| 0.1692 | 7.18 | |
| 0.6850 | 17.69 | |
| -0.3096 | -4.46 | |
| 0.6382 | 5.94 | |
| -0.6059 | -6.24 | |
| 0.3831 | 3.44 | |
| -0.2591 | -2.41 | |
| 0.3873 | 3.36 | |
| -0.4225 | -3.51 | |
| 0.4029 | 3.58 | |
| -0.3772 | -3.51 | |
| 0.2006 | 2.30 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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