Stock Exchange of Thailand SET 50 Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.47% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 11.85 | |
| 0.0933 | 20.81 | |
| 0.9067 | 268.01 | |
| 0.2724 | 12.51 | |
| 1.6500 | 20.25 |
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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