Stock Exchange of Thailand SET 50 Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.10% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 9.11 | |
| 0.0952 | 25.58 | |
| 0.9048 | 259.41 |
Estimation Period:
Aug 16, 1995 to Dec 30, 2025
Aug 16, 1995 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices