Stock Exchange of Thailand SET Index MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
18.81%
decreased by 0.33%
1 Week
19.05%
decreased by 0.09%
1 Month
19.77%
increased by 0.63%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0739 | 0.97 | |
| 0.2529 | 3.97 | |
| 0.7076 | 166.23 |
Estimation Period:
Jun 7, 1993 to Apr 30, 2026
Jun 7, 1993 to Apr 30, 2026
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