Stock Exchange of Thailand SET Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
15.82%
decreased by 0.17%
1 Week
16.19%
increased by 0.20%
1 Month
17.49%
increased by 1.50%
Analysis last updated: Saturday, June 13, 2026 at 06:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0148 | 12.73 | |
| 0.1136 | 47.02 | |
| 0.8782 | 334.31 | |
| 0.3800 | 11.76 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other AGARCH Analyses on Equity Indices