Stock Exchange of Thailand SET Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.12% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0141 | 12.25 | |
| 0.1123 | 46.87 | |
| 0.8797 | 337.04 | |
| 0.3836 | 11.79 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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