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V-Lab
Stock Exchange of Thailand SET Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:13.73% (-0.62%)
Analysis last updated: Friday, December 5, 2025 at 08:34 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
α0.051011.60
β0.782060.22
γ0.137814.77
λ10.00286.16
λ20.02163.29
λ30.9771141.84
Estimation Period:
Jan 2, 1990 to Dec 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts