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Varopakorn Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.88% (+6.88%)
Analysis last updated: Thursday, February 12, 2026 at 12:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Varopakorn Co S0GARCH
paramt-stat
ω0.49635.75
α0.17366.91
β0.703018.76
γ10.36083.49
γ2-0.7535-4.46
γ30.55874.07
γ4-0.1632-1.24
γ5-0.0285-0.20
γ60.06410.48
γ7-0.1532-1.28
γ80.30382.48
γ9-0.3681-2.72
γ100.25402.59
Estimation Period:
Jul 17, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts