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V-Lab

Thai Rung Union Car Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.42% (+0.09%)
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 SGARCH
paramt-stat
ω0.44873.37
α0.13273.78
β0.794117.95
γ1-0.4148-2.68
γ20.51582.10
γ3-0.1495-0.91
γ40.13331.27
γ5-0.2153-2.15
γ60.14641.19
γ70.10190.73
γ8-0.1954-1.05
γ90.14650.82
γ10-0.2997-1.71
Estimation Period:
Oct 10, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts