Trinity Watthana Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.09% (+3.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5119 | 4.32 | |
| 0.1441 | 3.70 | |
| 0.7469 | 11.82 | |
| 0.1072 | 1.35 | |
| -0.0942 | -0.81 | |
| -0.0481 | -0.46 | |
| 0.0048 | 0.05 | |
| 0.1785 | 1.99 | |
| -0.2383 | -2.76 | |
| 0.0924 | 1.53 |
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Jul 3, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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