Stock Exchange of Thailand SET Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
17.09%
increased by 2.27%
1 Week
17.54%
increased by 2.72%
1 Month
18.66%
increased by 3.84%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0518 | 12.06 | |
| 0.7822 | 60.11 | |
| 0.1358 | 14.72 | |
| 0.0029 | 6.25 | |
| 0.0218 | 3.29 | |
| 0.9769 | 140.97 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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