Allianz Ayudhya Capital PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.95% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9666 | 6.94 | |
| 0.1597 | 7.06 | |
| 0.7213 | 19.88 | |
| 0.1034 | 2.08 | |
| -0.1601 | -2.02 | |
| 0.0341 | 0.60 | |
| 0.0976 | 1.84 | |
| -0.0689 | -0.98 | |
| -0.0658 | -0.63 | |
| 0.1173 | 1.02 | |
| -0.1193 | -1.43 | |
| 0.0648 | 0.67 |
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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