TMBThanachart Bank PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.53% (+2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9666 | 7.65 | |
| 0.1134 | 8.43 | |
| 0.8103 | 33.33 | |
| -0.0391 | -0.94 | |
| 0.1443 | 2.17 | |
| -0.2504 | -3.80 | |
| 0.2464 | 2.72 | |
| -0.1488 | -1.44 | |
| 0.0351 | 0.39 | |
| 0.0236 | 0.38 | |
| 0.0250 | 0.51 | |
| -0.0892 | -2.04 | |
| 0.0849 | 2.68 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other TMBThanachart Bank PCL Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities