Allianz Ayudhya Capital PCL MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.00% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2210 | 20.50 | |
| 0.7361 | 64.58 | |
| -0.1409 | -14.05 | |
| 0.0663 | 1.44 | |
| 0.0653 | 2.52 | |
| 0.9133 | 25.64 |
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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