Thanachart Capital PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.90% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1618 | 6.35 | |
| 0.1388 | 8.59 | |
| 0.7530 | 27.91 | |
| 0.0635 | 2.09 | |
| -0.0673 | -1.45 | |
| -0.0893 | -1.90 | |
| 0.1961 | 4.89 | |
| -0.1572 | -3.07 | |
| 0.0440 | 0.71 | |
| 0.0690 | 1.44 | |
| -0.1206 | -3.13 | |
| 0.0954 | 3.35 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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