Stock Exchange of Thailand SET Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 20th, 2026:25.60% (+0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0516 | 11.95 | |
| 0.7805 | 58.37 | |
| 0.1366 | 14.60 | |
| 0.0031 | 6.13 | |
| 0.0229 | 3.21 | |
| 0.9758 | 131.44 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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