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Allianz Ayudhya Capital PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.85% (-1.27%)
Analysis last updated: Sunday, February 15, 2026 at 02:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Allianz Ayudhya Capital PCL S0GARCH
paramt-stat
ω1.88356.69
α0.16127.07
β0.719919.82
γ10.08591.71
γ2-0.1347-1.69
γ30.02310.40
γ40.10081.90
γ5-0.0677-0.96
γ6-0.0691-0.66
γ70.12491.06
γ8-0.1390-1.62
γ90.11873.13
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts