Caz (Thailand) Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.39% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4163 | 3.60 | |
| 0.1460 | 2.12 | |
| 0.5617 | 3.45 | |
| 3.6411 | 1.73 | |
| -6.7653 | -1.86 | |
| 7.1867 | 2.60 | |
| -6.5520 | -3.09 | |
| 2.4194 | 1.49 | |
| -0.5442 | -0.42 | |
| 1.8098 | 0.88 | |
| -0.5002 | -0.16 | |
| -1.7530 | -0.62 | |
| 1.2259 | 0.78 |
Estimation Period:
Jan 22, 2019 to Feb 13, 2026
Jan 22, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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