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V-Lab

Thai Airways International Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:115.70% (-13.34%)
Analysis last updated: Sunday, February 8, 2026 at 03:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Thai Airways International SGARCH
paramt-stat
ω0.92806.88
α0.16027.78
β0.722021.05
γ10.24632.88
γ2-0.4715-3.44
γ30.36683.53
γ4-0.3187-2.95
γ50.41473.58
γ6-0.4041-3.92
γ70.21682.74
γ8-0.0169-0.21
γ9-0.1032-1.03
γ100.32952.15
Estimation Period:
Jul 23, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts