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Thai Rung Union Car Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.10% (+0.04%)
Analysis last updated: Sunday, February 8, 2026 at 04:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Thai Rung Union Car Pcl S0GARCH
paramt-stat
ω0.48493.46
α0.12843.81
β0.803519.07
γ1-0.3630-2.34
γ20.43921.78
γ3-0.1078-0.64
γ40.10350.95
γ5-0.1969-1.91
γ60.14451.14
γ70.08320.59
γ8-0.1432-0.75
γ90.02260.13
γ100.03140.32
Estimation Period:
Oct 10, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts