V-Lab
V-Lab
Stock Exchange of Thailand SET Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:11.87% (-0.50%)

Analysis last updated: Saturday, May 4, 2024 at 07:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Stock Exchange of Thailand SET Index MF2-GARCH
paramt-stat
m21
α0.051211.13
β0.779856.53
γ0.141214.18
λ10.00276.11
λ20.02183.19
λ30.9771137.32
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts