Allianz Ayudhya Capital PCL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:81.92% (+5.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71.5908 | 3.39 | |
| 0.1352 | 43.45 | |
| 0.9632 | 86.48 | |
| 2.0283 | 818.85 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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