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V-Lab

Thanachart Capital PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.96% (-0.79%)
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 SGARCH
paramt-stat
ω1.20216.66
α0.13798.67
β0.751327.36
γ10.07202.43
γ2-0.0766-1.69
γ3-0.0916-1.97
γ40.20345.11
γ5-0.1631-3.24
γ60.04300.71
γ70.08231.67
γ8-0.1563-3.47
γ90.18993.12
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts