Stock Exchange of Thailand SET Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.68% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 11.28 | |
| 0.1092 | 38.35 | |
| 0.8908 | 388.13 | |
| 0.2007 | 12.01 | |
| 1.6925 | 23.29 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices