STOCK EXCHANGE OF THAILAND SET INDEX AGARCH VOLATILITY GRAPH?

Volatility Prediction for Thursday, May 23: 15.31% (+1.73)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSTION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (THB): ฿ 1,631.27 Return: -0.74% 1 Week Pred: 16.4%
Avg Week Vol: 14.22% Avg Month Vol: 14.41% 1 Month Pred: 19.33%
Min Vol: 11.96% Max Vol: 102.04% 6 Months Pred: 25.12%
Avg Vol: 26.22% Vol of Vol: 27.51% 1 Year Pred: 26.23%

Documentation