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Caz (Thailand) Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.39% (-2.08%)
Analysis last updated: Sunday, February 15, 2026 at 03:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Caz (Thailand) Pcl S0GARCH
paramt-stat
ω1.41633.60
α0.14602.12
β0.56173.45
γ13.64111.73
γ2-6.7653-1.86
γ37.18672.60
γ4-6.5520-3.09
γ52.41941.49
γ6-0.5442-0.42
γ71.80980.88
γ8-0.5002-0.16
γ9-1.7530-0.62
γ101.22590.78
Estimation Period:
Jan 22, 2019 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts