Thanachart Capital PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.96% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2021 | 6.66 | |
| 0.1379 | 8.67 | |
| 0.7513 | 27.36 | |
| 0.0720 | 2.43 | |
| -0.0766 | -1.69 | |
| -0.0916 | -1.97 | |
| 0.2034 | 5.11 | |
| -0.1631 | -3.24 | |
| 0.0430 | 0.71 | |
| 0.0823 | 1.67 | |
| -0.1563 | -3.47 | |
| 0.1899 | 3.12 |
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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