Stock Exchange of Thailand SET 50 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.60% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0470 | 11.61 | |
| 0.8730 | 118.27 | |
| 0.0946 | 12.09 | |
| 0.0000 | 0.13 | |
| 0.0047 | 5.13 | |
| 0.9952 | 960.66 |
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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