Stock Exchange of Thailand SET Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.92% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 24.13 | |
| 0.1946 | 48.21 | |
| 0.9814 | 977.52 | |
| -0.0473 | -11.40 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices