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V-Lab

Thanachart Capital PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.90% (-0.86%)
Analysis last updated: Thursday, February 12, 2026 at 12:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Thanachart Capital PCL S0GARCH
paramt-stat
ω1.16186.35
α0.13888.59
β0.753027.91
γ10.06352.09
γ2-0.0673-1.45
γ3-0.0893-1.90
γ40.19614.89
γ5-0.1572-3.07
γ60.04400.71
γ70.06901.44
γ8-0.1206-3.13
γ90.09543.35
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts