Stock Exchange of Thailand SET Index APARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
14.69%
increased by 2.01%
1 Week
15.05%
increased by 2.37%
1 Month
16.39%
increased by 3.71%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 11.41 | |
| 0.1102 | 38.80 | |
| 0.8898 | 385.85 | |
| 0.1962 | 11.93 | |
| 1.6931 | 23.58 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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