Stock Exchange of Thailand SET 50 Index Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 5th, 2026
1 Day
16.80%
unchanged at 0.00%
1 Week
17.13%
increased by 0.33%
1 Month
18.38%
increased by 1.58%
Analysis last updated: Friday, June 5, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 20.31 | |
| 0.2029 | 48.26 | |
| 0.7631 | 234.07 | |
| 0.0680 | 9.30 |
Estimation Period:
Jun 17, 1996 to Apr 30, 2026
Jun 17, 1996 to Apr 30, 2026
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