Stock Exchange of Thailand SET Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.47% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 8.92 | |
| 0.1017 | 41.41 | |
| 0.8915 | 424.31 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices