Skip to main content
V-Lab

N C Housing Public Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.33% (-1.90%)
Analysis last updated: Sunday, February 8, 2026 at 03:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of N C Housing Public Co Ltd S0GARCH
paramt-stat
ω1.32193.70
α0.20055.88
β0.642015.40
γ1-0.3658-2.33
γ20.75923.32
γ3-0.6368-3.32
γ40.36292.02
γ5-0.1382-0.70
γ6-0.2214-0.97
γ70.79384.07
γ8-1.0392-5.29
γ90.58512.60
γ10-0.0481-0.30
Estimation Period:
Jun 25, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts