Allianz Ayudhya Capital PCL EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.74% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0866 | 16.83 | |
| 0.2281 | 43.05 | |
| 0.9553 | 285.75 | |
| 0.0449 | 7.08 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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