Stock Exchange of Thailand SET Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.86% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 11.81 | |
| 0.1126 | 46.66 | |
| 0.8792 | 334.66 | |
| 0.3883 | 11.95 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices