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TMBThanachart Bank PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.53% (+2.17%)
Analysis last updated: Tuesday, February 10, 2026 at 10:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TMBThanachart Bank PCL S0GARCH
paramt-stat
ω0.96667.65
α0.11348.43
β0.810333.33
γ1-0.0391-0.94
γ20.14432.17
γ3-0.2504-3.80
γ40.24642.72
γ5-0.1488-1.44
γ60.03510.39
γ70.02360.38
γ80.02500.51
γ9-0.0892-2.04
γ100.08492.68
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts