Caz (Thailand) Pcl GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.67% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4348 | 9.29 | |
| 0.0882 | 8.65 | |
| 0.8727 | 74.17 | |
| -0.0030 | -0.17 |
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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