Caz (Thailand) Pcl GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.67% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.7054 | 3.28 | |
| 0.0527 | 42.17 | |
| 0.9886 | 292.15 | |
| 2.3121 | 78.01 |
Estimation Period:
Jan 22, 2019 to Feb 13, 2026
Jan 22, 2019 to Feb 13, 2026
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