TMBThanachart Bank PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.63% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8904 | 7.36 | |
| 0.1129 | 8.43 | |
| 0.8110 | 33.37 | |
| -0.0741 | -1.81 | |
| 0.2011 | 3.07 | |
| -0.2909 | -4.42 | |
| 0.2791 | 3.08 | |
| -0.1711 | -1.68 | |
| 0.0483 | 0.55 | |
| 0.0173 | 0.28 | |
| 0.0239 | 0.47 | |
| -0.0769 | -1.39 | |
| 0.0481 | 0.58 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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