Caz (Thailand) Pcl AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.80% (-5.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3215 | 15.44 | |
| 0.1849 | 12.24 | |
| 0.6921 | 50.00 | |
| -0.3503 | -2.05 |
Estimation Period:
Jan 22, 2019 to Feb 6, 2026
Jan 22, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Caz (Thailand) Pcl Analyses
Other AGARCH Analyses on International Equities