Stock Exchange of Thailand SET Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
16.37%
decreased by 0.49%
1 Week
16.71%
decreased by 0.15%
1 Month
18.00%
increased by 1.14%
Analysis last updated: Friday, June 12, 2026 at 06:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 24.67 | |
| 0.1970 | 48.41 | |
| 0.9810 | 957.09 | |
| -0.0475 | -11.47 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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