V-Lab
V-Lab
Stock Exchange of Thailand SET Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:13.88% (-0.78%)

Analysis last updated: Saturday, May 4, 2024 at 07:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Stock Exchange of Thailand SET Index AGARCH
paramt-stat
ω0.014311.61
α0.115445.54
β0.8770318.20
γ0.394411.21
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts