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V-Lab

Caz (Thailand) Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.39% (-5.42%)
Analysis last updated: Thursday, February 12, 2026 at 12:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Caz (Thailand) Pcl SGARCH
paramt-stat
ω1.44503.64
α0.14872.19
β0.56653.49
γ13.89641.80
γ2-7.1997-1.93
γ37.50132.68
γ4-6.7513-3.19
γ52.54331.60
γ6-0.7099-0.52
γ72.05990.91
γ8-1.0909-0.34
γ9-0.0305-0.01
γ10-3.6354-0.82
Estimation Period:
Jan 22, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts