Stock Exchange of Thailand SET Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.15% (+0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 11.34 | |
| 0.1090 | 38.53 | |
| 0.8910 | 389.27 | |
| 0.1987 | 11.96 | |
| 1.6912 | 23.42 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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