Stock Exchange of Thailand SET 50 Index 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 12th, 2026
1 Day
15.88%
increased by 0.18%
1 Week
16.26%
increased by 0.56%
1 Month
17.71%
increased by 2.01%
Analysis last updated: Friday, June 12, 2026 at 10:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 6.63 | |
| 0.2456 | 52.72 | |
| 0.7544 | 207.43 |
Estimation Period:
Jun 17, 1996 to Apr 30, 2026
Jun 17, 1996 to Apr 30, 2026
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