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V-Lab

Thai Airways International Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:101.04% (-15.17%)
Analysis last updated: Sunday, February 8, 2026 at 03:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Thai Airways International S0GARCH
paramt-stat
ω0.89616.45
α0.16407.55
β0.722821.44
γ10.21192.43
γ2-0.4159-2.99
γ30.32923.12
γ4-0.2899-2.61
γ50.39393.32
γ6-0.3942-3.77
γ70.22932.84
γ8-0.0762-0.97
γ90.05600.61
γ10-0.0854-1.04
Estimation Period:
Jul 23, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts