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V-Lab

Newcity Bangkok Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.10% (+4.41%)
Analysis last updated: Sunday, February 8, 2026 at 03:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Newcity Bangkok Co Ltd SGARCH
paramt-stat
ω0.61556.90
α0.16997.31
β0.668516.27
γ1-0.3532-5.24
γ20.71136.82
γ3-0.6626-7.06
γ40.43114.01
γ5-0.2924-2.79
γ60.40573.62
γ7-0.4263-3.67
γ80.38463.52
γ9-0.3051-2.37
γ10-0.0330-0.16
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts