Stock Exchange of Thailand SET 50 Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.19% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 19.94 | |
| 0.2007 | 47.72 | |
| 0.7656 | 234.07 | |
| 0.0673 | 9.20 |
Estimation Period:
Jun 17, 1996 to Dec 30, 2025
Jun 17, 1996 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices