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V-Lab

Allianz Ayudhya Capital PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.95% (-1.32%)
Analysis last updated: Sunday, February 15, 2026 at 02:56 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Allianz Ayudhya Capital PCL SGARCH
paramt-stat
ω1.96666.94
α0.15977.06
β0.721319.88
γ10.10342.08
γ2-0.1601-2.02
γ30.03410.60
γ40.09761.84
γ5-0.0689-0.98
γ6-0.0658-0.63
γ70.11731.02
γ8-0.1193-1.43
γ90.06480.67
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts