Caz (Thailand) Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.39% (-5.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4450 | 3.64 | |
| 0.1487 | 2.19 | |
| 0.5665 | 3.49 | |
| 3.8964 | 1.80 | |
| -7.1997 | -1.93 | |
| 7.5013 | 2.68 | |
| -6.7513 | -3.19 | |
| 2.5433 | 1.60 | |
| -0.7099 | -0.52 | |
| 2.0599 | 0.91 | |
| -1.0909 | -0.34 | |
| -0.0305 | -0.01 | |
| -3.6354 | -0.82 |
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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