Caz (Thailand) Pcl GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.65% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4361 | 9.60 | |
| 0.0872 | 8.80 | |
| 0.8723 | 76.56 |
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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