Stock Exchange of Thailand SET Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.58% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 23.73 | |
| 0.1947 | 48.04 | |
| 0.9814 | 979.49 | |
| -0.0478 | -11.49 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices