Stock Exchange of Thailand SET 50 Index APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
14.47%
decreased by 0.47%
1 Week
14.91%
decreased by 0.03%
1 Month
16.55%
increased by 1.61%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 12.29 | |
| 0.0964 | 21.99 | |
| 0.9036 | 262.98 | |
| 0.2614 | 12.18 | |
| 1.6325 | 20.77 |
Estimation Period:
Aug 16, 1995 to Apr 30, 2026
Aug 16, 1995 to Apr 30, 2026
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