Newcity Bangkok Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.10% (+4.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6155 | 6.90 | |
| 0.1699 | 7.31 | |
| 0.6685 | 16.27 | |
| -0.3532 | -5.24 | |
| 0.7113 | 6.82 | |
| -0.6626 | -7.06 | |
| 0.4311 | 4.01 | |
| -0.2924 | -2.79 | |
| 0.4057 | 3.62 | |
| -0.4263 | -3.67 | |
| 0.3846 | 3.52 | |
| -0.3051 | -2.37 | |
| -0.0330 | -0.16 |
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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