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V-Lab

Newcity Bangkok Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.88% (+3.36%)
Analysis last updated: Sunday, February 8, 2026 at 03:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Newcity Bangkok Co Ltd S0GARCH
paramt-stat
ω0.65566.95
α0.16927.18
β0.685017.69
γ1-0.3096-4.46
γ20.63825.94
γ3-0.6059-6.24
γ40.38313.44
γ5-0.2591-2.41
γ60.38733.36
γ7-0.4225-3.51
γ80.40293.58
γ9-0.3772-3.51
γ100.20062.30
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts