V-Lab
V-Lab
Stock Exchange of Thailand SET Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:12.46% (-0.47%)

Analysis last updated: Thursday, April 18, 2024 at 07:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Stock Exchange of Thailand SET Index GARCH
paramt-stat
ω0.02508.18
α0.103340.22
β0.8902408.93
Estimation Period:
Jan 2, 1990 to Apr 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts