CP Axtra Public Company Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.40% (+2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2425 | 15.64 | |
| 0.1306 | 15.88 | |
| 0.8399 | 161.18 | |
| -0.0045 | -0.36 |
Estimation Period:
Aug 23, 1994 to Jan 30, 2026
Aug 23, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other CP Axtra Public Company Ltd Analyses
Other GJR-GARCH Analyses on International Equities