CP Axtra Public Company Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.20% (+1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7633 | 6.36 | |
| 0.1276 | 6.69 | |
| 0.7210 | 17.81 | |
| -0.0590 | -0.92 | |
| -0.0812 | -0.77 | |
| 0.3423 | 3.48 | |
| -0.4067 | -4.51 | |
| 0.3874 | 4.86 | |
| -0.3407 | -4.02 | |
| 0.2540 | 3.31 | |
| -0.0654 | -0.72 | |
| -0.0797 | -0.77 | |
| 0.1466 | 1.13 |
Estimation Period:
Aug 23, 1994 to Jan 30, 2026
Aug 23, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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