Stock Exchange of Thailand SET Index MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, July 2nd, 2026
1 Day
17.24%
decreased by 1.01%
1 Week
17.62%
decreased by 0.63%
1 Month
18.78%
increased by 0.53%
Analysis last updated: Thursday, July 2, 2026 at 05:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0516 | 12.03 | |
| 0.7823 | 60.15 | |
| 0.1356 | 14.73 | |
| 0.0029 | 6.22 | |
| 0.0218 | 3.29 | |
| 0.9769 | 140.71 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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