Stock Exchange of Thailand SET 50 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.61% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 14.55 | |
| 0.1976 | 46.64 | |
| 0.9836 | 1,041.98 | |
| -0.0520 | -10.42 |
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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