V-Lab
V-Lab
Stock Exchange of Thailand SET 50 Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 29th, 2024:12.71% (+0.46%)

Analysis last updated: Thursday, February 29, 2024 at 02:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Stock Exchange of Thailand SET 50 Index GARCH
paramt-stat
ω0.02028.94
α0.084437.63
β0.9115483.55
Estimation Period:
Aug 16, 1995 to Feb 23, 2024
Impact of return on volatility tomorrow
Volatility Forecasts