Stock Exchange of Thailand SET Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.88% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 8.90 | |
| 0.1019 | 41.33 | |
| 0.8912 | 422.59 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices