Caz (Thailand) Pcl MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.30% (-4.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1638 | 15.78 | |
| 0.6288 | 22.01 | |
| -0.1058 | -4.20 | |
| 3.5313 | 0.05 | |
| 0.6065 | 0.05 | |
| 0.0000 | 0.00 |
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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