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Southeast Asia Commercial Joint Stock Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.37% (-0.80%)
Analysis last updated: Thursday, February 12, 2026 at 12:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Southeast Asia Commercial Joint Stock Bank SGARCH
paramt-stat
ω2.56933.40
α0.34295.04
β0.42694.81
γ16.79822.07
γ2-8.9548-1.58
γ31.24230.25
γ47.66191.62
γ5-18.5793-3.47
γ624.21114.21
γ7-22.0455-4.00
γ818.41313.70
γ9-20.0174-3.21
Estimation Period:
Mar 24, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts