Stock Exchange of Thailand SET Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.54% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0508 | 11.75 | |
| 0.7830 | 59.80 | |
| 0.1358 | 14.72 | |
| 0.0029 | 6.12 | |
| 0.0218 | 3.25 | |
| 0.9769 | 139.22 |
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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