Skip to main content
V-Lab

TMBThanachart Bank PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.63% (-0.03%)
Analysis last updated: Sunday, February 8, 2026 at 04:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TMBThanachart Bank PCL SGARCH
paramt-stat
ω0.89047.36
α0.11298.43
β0.811033.37
γ1-0.0741-1.81
γ20.20113.07
γ3-0.2909-4.42
γ40.27913.08
γ5-0.1711-1.68
γ60.04830.55
γ70.01730.28
γ80.02390.47
γ9-0.0769-1.39
γ100.04810.58
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts