Stock Exchange of Thailand SET 50 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.37% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 0.96 | |
| 0.1058 | 26.07 | |
| 0.8957 | 229.68 | |
| 0.5007 | 13.87 |
Estimation Period:
Aug 16, 1995 to Dec 30, 2025
Aug 16, 1995 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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