Caz (Thailand) Pcl EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.70% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1061 | 8.11 | |
| 0.1481 | 9.03 | |
| 0.9621 | 197.39 | |
| 0.0345 | 2.75 |
Estimation Period:
Jan 22, 2019 to Feb 6, 2026
Jan 22, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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