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V-Lab

CP Axtra Public Company Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.20% (+1.96%)
Analysis last updated: Saturday, February 7, 2026 at 12:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CP Axtra Public Company Ltd SGARCH
paramt-stat
ω0.76336.36
α0.12766.69
β0.721017.81
γ1-0.0590-0.92
γ2-0.0812-0.77
γ30.34233.48
γ4-0.4067-4.51
γ50.38744.86
γ6-0.3407-4.02
γ70.25403.31
γ8-0.0654-0.72
γ9-0.0797-0.77
γ100.14661.13
Estimation Period:
Aug 23, 1994 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts