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V-Lab

Thaicom Public Company Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.39% (-2.09%)
Analysis last updated: Sunday, February 8, 2026 at 02:56 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Thaicom Public Company Ltd SGARCH
paramt-stat
ω1.04034.13
α0.11257.78
β0.834738.54
γ10.14621.80
γ2-0.3084-2.49
γ30.27032.76
γ4-0.1043-1.21
γ5-0.0478-0.66
γ60.00030.00
γ70.15011.80
γ8-0.1518-1.31
γ90.04030.32
γ100.00630.05
Estimation Period:
Jan 24, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts