Stock Exchange of Thailand SET Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
17.98%
decreased by 0.41%
1 Week
18.23%
decreased by 0.16%
1 Month
18.97%
increased by 0.58%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0724 | 6.25 | |
| 0.2113 | 21.53 | |
| 0.7137 | 109.89 | |
| 0.0662 | 5.48 |
Estimation Period:
Jun 7, 1993 to Apr 30, 2026
Jun 7, 1993 to Apr 30, 2026
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