Allianz Ayudhya Capital PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.69% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0906 | 10.42 | |
| 0.1709 | 21.19 | |
| 0.8662 | 231.11 | |
| -0.1003 | -9.82 |
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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