Stock Exchange of Thailand SET 50 Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
11.79%
decreased by 0.30%
1 Week
12.19%
increased by 0.10%
1 Month
13.44%
increased by 1.35%
Analysis last updated: Friday, June 5, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0533 | 12.72 | |
| 0.8652 | 121.43 | |
| 0.0933 | 11.95 | |
| 0.0001 | 0.81 | |
| 0.0048 | 4.90 | |
| 0.9951 | 885.30 |
Estimation Period:
Aug 16, 1995 to Apr 30, 2026
Aug 16, 1995 to Apr 30, 2026
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