V-Lab
V-Lab
Stock Exchange of Thailand SET Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, September 29th, 2025:14.34% (+0.48%)
Analysis last updated: Saturday, September 27, 2025 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
α0.051111.60
β0.781960.12
γ0.138414.74
λ10.00286.19
λ20.02173.29
λ30.9771141.51
Estimation Period:
Jan 2, 1990 to Sep 26, 2025
Impact of return on volatility tomorrow
Volatility Forecasts