Allianz Ayudhya Capital PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.85% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8835 | 6.69 | |
| 0.1612 | 7.07 | |
| 0.7199 | 19.82 | |
| 0.0859 | 1.71 | |
| -0.1347 | -1.69 | |
| 0.0231 | 0.40 | |
| 0.1008 | 1.90 | |
| -0.0677 | -0.96 | |
| -0.0691 | -0.66 | |
| 0.1249 | 1.06 | |
| -0.1390 | -1.62 | |
| 0.1187 | 3.13 |
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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